0.03Open0.04Pre Close43 Volume898 Open Interest115.00Strike Price105.00Turnover507.18%IV68.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0006Delta0.0000Gamma18422.00Leverage Ratio-0.0249Theta0.0000Rho-11.37Eff Leverage0.0006Vega