0.35Open0.50Pre Close3 Volume27 Open Interest150.00Strike Price105.00Turnover69.73%IV1.88%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2013Delta0.0913Gamma435.77Leverage Ratio-1.4212Theta-0.0003Rho-87.72Eff Leverage0.0124Vega