0.50Open0.53Pre Close2 Volume53 Open Interest52.50Strike Price105.00Turnover22.41%IV4.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3033Delta0.1137Gamma88.05Leverage Ratio-0.0219Theta0.0108Rho26.70Eff Leverage0.0479Vega