3.40Open2.98Pre Close276 Volume850 Open Interest152.50Strike Price105.37KTurnover71.55%IV2.03%PremiumDec 6, 2024Expiry Date1.87Intrinsic Value100Multiplier2DDays to Expiry3.13Extrinsic Value100Contract SizeAmericanOptions Type0.5974Delta0.0453Gamma34.69Leverage Ratio-0.8743Theta0.0053Rho20.72Eff Leverage0.0462Vega