0.35Open0.12Pre Close3 Volume288 Open Interest26.50Strike Price105.00Turnover51.13%IV1.21%PremiumNov 15, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.4539Delta1.2290Gamma182.97Leverage Ratio-0.3176Theta0.0001Rho83.05Eff Leverage0.0025Vega