0.20Open0.20Pre Close4 Volume340 Open Interest11.00Strike Price105.00Turnover96.47%IV17.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3071Delta0.1778Gamma27.71Leverage Ratio-0.0219Theta0.0012Rho8.51Eff Leverage0.0072Vega