0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover54.24%IV16.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0933Delta0.1392Gamma223.80Leverage Ratio-0.0070Theta0.0004Rho20.89Eff Leverage0.0037Vega