1.05Open0.98Pre Close1 Volume139 Open Interest60.00Strike Price105.00Turnover33.86%IV1.21%PremiumJul 26, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.4889Delta0.1751Gamma55.51Leverage Ratio-0.1007Theta-0.0035Rho-27.14Eff Leverage0.0269Vega