0.15Open0.07Pre Close7 Volume1.66K Open Interest18.00Strike Price105.00Turnover28.77%IV1.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4988Delta0.8205Gamma89.60Leverage Ratio-0.0339Theta0.0008Rho44.69Eff Leverage0.0067Vega