0.03Open0.11Pre Close26 Volume386 Open Interest322.50Strike Price104.00Turnover24.29%IV3.88%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0196Delta0.0085Gamma7762.50Leverage Ratio-0.0380Theta0.0003Rho152.22Eff Leverage0.0110Vega