0.05Open0.15Pre Close21 Volume205 Open Interest97.50Strike Price105.00Turnover109.01%IV19.25%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0027Gamma2413.60Leverage Ratio-0.0419Theta-0.0001Rho-28.97Eff Leverage0.0033Vega