0.30Open0.70Pre Close6 Volume427 Open Interest832.50Strike Price105.00Turnover32.59%IV4.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0260Delta0.0033Gamma4420.39Leverage Ratio-0.1735Theta0.0010Rho115.13Eff Leverage0.0340Vega