0.50Open1.85Pre Close2 Volume123 Open Interest22.00Strike Price105.00Turnover123.71%IV7.71%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3617Delta0.1581Gamma39.88Leverage Ratio-0.1585Theta0.0006Rho14.42Eff Leverage0.0072Vega