0.55Open1.00Pre Close2 Volume86 Open Interest27.50Strike Price105.00Turnover24.32%IV0.86%PremiumJul 5, 2024Expiry Date0.26Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6955Delta0.6493Gamma74.03Leverage Ratio-0.0473Theta0.0012Rho51.48Eff Leverage0.0078Vega