0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover54.61%IV16.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0932Delta0.1388Gamma223.70Leverage Ratio-0.0071Theta0.0004Rho20.85Eff Leverage0.0037Vega