0.01Open0.02Pre Close98 Volume120 Open Interest67.00Strike Price105.00Turnover80.96%IV21.40%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0153Delta0.0082Gamma2208.20Leverage Ratio-0.0172Theta0.0001Rho33.83Eff Leverage0.0022Vega