0.01Open0.02Pre Close95 Volume918 Open Interest157.50Strike Price105.00Turnover70.36%IV20.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0037Delta0.0012Gamma13053.00Leverage Ratio-0.0085Theta0.0000Rho48.05Eff Leverage0.0014Vega