0.05Open0.10Pre Close21 Volume132 Open Interest55.00Strike Price105.00Turnover57.19%IV33.23%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0243Delta0.0100Gamma826.40Leverage Ratio-0.0074Theta0.0006Rho20.07Eff Leverage0.0057Vega