0.05Open0.05Pre Close21 Volume8 Open Interest167.50Strike Price105.00Turnover49.57%IV9.31%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0161Delta0.0047Gamma3693.00Leverage Ratio-0.0387Theta-0.0002Rho-59.53Eff Leverage0.0069Vega