0.05Open0.05Pre Close21 Volume553 Open Interest12.00Strike Price105.00Turnover336.90%IV91.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0578Delta0.0500Gamma125.60Leverage Ratio-0.0266Theta0.0000Rho7.25Eff Leverage0.0008Vega