0.03Open0.04Pre Close35 Volume79 Open Interest23.50Strike Price105.00Turnover66.88%IV12.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0269Delta0.0327Gamma1342.50Leverage Ratio-0.0119Theta-0.0001Rho-36.14Eff Leverage0.0018Vega