1.05Open0.78Pre Close1 Volume62 Open Interest37.00Strike Price105.00Turnover30.18%IV1.61%PremiumJul 12, 2024Expiry Date0.46Intrinsic Value100Multiplier2DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.6658Delta0.3641Gamma54.95Leverage Ratio-0.0615Theta-0.0018Rho-36.58Eff Leverage0.0121Vega