0.35Open0.45Pre Close3 Volume121 Open Interest30.00Strike Price105.00Turnover23.73%IV1.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4528Delta0.4442Gamma99.53Leverage Ratio-0.0335Theta0.0021Rho45.07Eff Leverage0.0149Vega