0.35Open0.50Pre Close3 Volume743 Open Interest17.50Strike Price105.00Turnover9.06%IV0.56%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7759Delta0.7451Gamma50.71Leverage Ratio-0.0043Theta0.0084Rho39.35Eff Leverage0.0132Vega