0.05Open0.05Pre Close21 Volume42 Open Interest13.00Strike Price105.00Turnover52.74%IV15.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0949Delta0.1440Gamma225.40Leverage Ratio-0.0070Theta0.0004Rho21.39Eff Leverage0.0038Vega