0.05Open0.05Pre Close20 Volume880 Open Interest26.00Strike Price105.00Turnover189.44%IV0.27%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.4478Delta2.6537Gamma519.60Leverage Ratio-9.0376Theta0.0000Rho232.69Eff Leverage0.0003Vega