0.35Open0.30Pre Close3 Volume761 Open Interest7.00Strike Price105.00Turnover38.39%IV2.92%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5819Delta0.7067Gamma22.83Leverage Ratio-0.0063Theta-0.0017Rho-13.29Eff Leverage0.0057Vega