0.35Open0.35Pre Close3 Volume188 Open Interest130.00Strike Price105.00Turnover21.42%IV5.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1172Delta0.0403Gamma450.07Leverage Ratio-0.0400Theta0.0048Rho52.73Eff Leverage0.0447Vega