1.05Open1.45Pre Close1 Volume2.46K Open Interest60.00Strike Price105.00Turnover26.80%IV3.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.4437Delta0.0969Gamma46.26Leverage Ratio-0.0366Theta0.0165Rho20.52Eff Leverage0.0601Vega