0.15Open0.25Pre Close7 Volume66 Open Interest7.00Strike Price105.00Turnover110.63%IV11.89%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2854Delta0.3751Gamma42.60Leverage Ratio-0.0265Theta0.0003Rho12.16Eff Leverage0.0028Vega