0.35Open0.50Pre Close3 Volume56 Open Interest44.00Strike Price105.00Turnover31.14%IV4.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2747Delta0.1570Gamma121.71Leverage Ratio-0.0399Theta0.0029Rho33.43Eff Leverage0.0227Vega