0.30Open0.70Pre Close6 Volume427 Open Interest832.50Strike Price105.00Turnover37.29%IV4.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0030Gamma5304.47Leverage Ratio-0.1500Theta0.0006Rho120.48Eff Leverage0.0258Vega