0.35Open0.45Pre Close3 Volume121 Open Interest30.00Strike Price105.00Turnover26.99%IV1.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4511Delta0.4415Gamma99.53Leverage Ratio-0.0432Theta0.0016Rho44.90Eff Leverage0.0132Vega