0.35Open0.65Pre Close2 Volume5 Open Interest92.00Strike Price105.00Turnover4.72%IV0.08%PremiumJan 17, 2025Expiry Date0.63Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7316Delta0.4940Gamma130.53Leverage Ratio-0.0039Theta-0.0171Rho-95.49Eff Leverage0.0637Vega