0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover57.78%IV16.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.1403Gamma224.40Leverage Ratio-0.0080Theta0.0003Rho21.02Eff Leverage0.0035Vega