1.05Open0.92Pre Close1 Volume23 Open Interest60.00Strike Price105.00Turnover22.73%IV1.48%PremiumAug 16, 2024Expiry Date0.16Intrinsic Value100Multiplier12DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.5500Delta0.1557Gamma52.31Leverage Ratio-0.0452Theta0.0110Rho28.77Eff Leverage0.0443Vega