0.35Open0.45Pre Close3 Volume467 Open Interest5.00Strike Price104.00Turnover29.95%IV2.10%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier27DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7435Delta0.7523Gamma16.12Leverage Ratio-0.0030Theta0.0027Rho11.99Eff Leverage0.0046Vega