0.05Open0.04Pre Close21 Volume265 Open Interest62.00Strike Price105.00Turnover63.17%IV4.51%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0676Delta0.0768Gamma1187.40Leverage Ratio-0.1433Theta0.0001Rho80.24Eff Leverage0.0035Vega