0.10Open0.05Pre Close11 Volume166 Open Interest10.00Strike Price105.00Turnover29.50%IV7.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1579Delta0.3877Gamma186.20Leverage Ratio-0.0042Theta0.0007Rho29.40Eff Leverage0.0051Vega