0.05Open0.05Pre Close21 Volume0 Open Interest24.00Strike Price105.00Turnover25.77%IV9.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.1150Gamma439.40Leverage Ratio-0.0052Theta0.0010Rho36.79Eff Leverage0.0080Vega