0.35Open0.25Pre Close3 Volume178 Open Interest15.00Strike Price105.00Turnover57.66%IV9.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3419Delta0.1824Gamma32.85Leverage Ratio-0.0168Theta0.0027Rho11.23Eff Leverage0.0128Vega