0.35Open0.50Pre Close3 Volume31 Open Interest66.00Strike Price105.00Turnover77.90%IV0.17%PremiumJul 19, 2024Expiry Date0.24Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6789Delta0.6852Gamma189.26Leverage Ratio-2.5569Theta0.0000Rho128.49Eff Leverage0.0024Vega