0.05Open0.05Pre Close20 Volume55 Open Interest12.00Strike Price105.00Turnover91.81%IV13.45%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1208Delta0.1911Gamma177.17Leverage Ratio-0.0241Theta0.0001Rho21.40Eff Leverage0.0023Vega