0.05Open0.15Pre Close21 Volume204 Open Interest27.50Strike Price105.00Turnover77.82%IV7.31%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1118Delta0.1058Gamma296.15Leverage Ratio-0.0697Theta-0.0002Rho-33.12Eff Leverage0.0044Vega