0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover59.66%IV16.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0936Delta0.1402Gamma224.40Leverage Ratio-0.0085Theta0.0003Rho21.01Eff Leverage0.0033Vega