0.04Open0.57Pre Close38 Volume266 Open Interest36.00Strike Price105.00Turnover402.60%IV24.28%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0167Delta0.0065Gamma1187.25Leverage Ratio-0.2983Theta0.0000Rho-19.80Eff Leverage0.0007Vega