0.18Open0.31Pre Close6 Volume323 Open Interest17.50Strike Price105.00Turnover52.84%IV3.72%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3137Delta0.2975Gamma72.08Leverage Ratio-0.0377Theta-0.0009Rho-22.61Eff Leverage0.0080Vega