0.35Open0.25Pre Close3 Volume11 Open Interest150.00Strike Price105.00Turnover47.85%IV9.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0704Delta0.0164Gamma547.84Leverage Ratio-0.0916Theta0.0015Rho38.55Eff Leverage0.0231Vega