0.10Open0.05Pre Close11 Volume166 Open Interest10.00Strike Price105.00Turnover28.49%IV7.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1581Delta0.3886Gamma186.20Leverage Ratio-0.0039Theta0.0008Rho29.43Eff Leverage0.0053Vega