0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover54.56%IV16.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0929Delta0.1380Gamma224.20Leverage Ratio-0.0070Theta0.0004Rho20.83Eff Leverage0.0037Vega