0.05Open0.50Pre Close21 Volume35 Open Interest115.00Strike Price105.00Turnover100.79%IV48.33%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0002Gamma4449.20Leverage Ratio-0.0098Theta-0.0003Rho-12.35Eff Leverage0.0047Vega