0.35Open0.60Pre Close3 Volume46 Open Interest88.00Strike Price105.00Turnover38.24%IV5.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1291Delta0.0463Gamma309.43Leverage Ratio-0.0776Theta-0.0019Rho-39.95Eff Leverage0.0250Vega