0.15Open0.30Pre Close7 Volume122 Open Interest90.00Strike Price105.00Turnover30.97%IV11.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0641Delta0.0227Gamma538.33Leverage Ratio-0.0196Theta0.0024Rho34.49Eff Leverage0.0223Vega