0.04Open0.06Pre Close41 Volume690 Open Interest442.50Strike Price105.00Turnover35.48%IV6.34%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0062Delta0.0017Gamma20806.00Leverage Ratio-0.0199Theta0.0001Rho128.22Eff Leverage0.0050Vega