0.35Open0.50Pre Close3 Volume31 Open Interest66.00Strike Price105.00Turnover53.49%IV0.17%PremiumJul 19, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6794Delta0.6857Gamma189.26Leverage Ratio-1.2100Theta0.0001Rho128.58Eff Leverage0.0035Vega