0.35Open2.40Pre Close3 Volume68 Open Interest72.50Strike Price105.00Turnover112.44%IV2.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2568Delta0.1400Gamma202.69Leverage Ratio-1.2398Theta0.0001Rho52.06Eff Leverage0.0066Vega