0.35Open0.35Pre Close3 Volume65 Open Interest38.00Strike Price105.00Turnover23.39%IV5.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2695Delta0.1508Gamma104.09Leverage Ratio-0.0164Theta0.0063Rho28.05Eff Leverage0.0309Vega