0.35Open0.35Pre Close3 Volume65 Open Interest38.00Strike Price105.00Turnover23.32%IV5.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2695Delta0.1509Gamma104.09Leverage Ratio-0.0163Theta0.0063Rho28.05Eff Leverage0.0310Vega