104.71Open90.56Pre Close10 Volume25 Open Interest115.00Strike Price104.71KTurnover303.80%IV0.71%PremiumDec 6, 2024Expiry Date103.16Intrinsic Value100Multiplier2DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.9989Delta0.0001Gamma2.11Leverage Ratio-0.0284Theta0.0058Rho2.11Eff Leverage0.0006Vega