0.03Open0.04Pre Close43 Volume898 Open Interest115.00Strike Price105.00Turnover503.59%IV69.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0005Delta0.0000Gamma18854.25Leverage Ratio-0.0199Theta0.0000Rho-9.31Eff Leverage0.0005Vega