0.75Open0.75Pre Close1.90K Volume12.47K Open Interest25.00Strike Price106.83KTurnover85.34%IV13.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2571Delta0.0977Gamma47.24Leverage Ratio-0.0503Theta0.0016Rho12.14Eff Leverage0.0125Vega