0.03Open0.11Pre Close26 Volume386 Open Interest322.50Strike Price104.00Turnover26.47%IV4.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0170Delta0.0073Gamma8854.29Leverage Ratio-0.0343Theta0.0003Rho150.25Eff Leverage0.0092Vega