0.21Open0.10Pre Close16 Volume100 Open Interest37.50Strike Price105.00Turnover81.95%IV0.86%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1785Delta0.8367Gamma1240.33Leverage Ratio-1.0698Theta0.0000Rho221.37Eff Leverage0.0010Vega