0.03Open0.04Pre Close43 Volume898 Open Interest115.00Strike Price105.00Turnover505.11%IV70.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0005Delta0.0000Gamma19259.36Leverage Ratio-0.0199Theta0.0000Rho-8.85Eff Leverage0.0005Vega