0.35Open0.59Pre Close3 Volume628 Open Interest7.50Strike Price105.00Turnover59.41%IV2.99%PremiumJan 17, 2025Expiry Date0.13Intrinsic Value100Multiplier11DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5213Delta0.5199Gamma21.06Leverage Ratio-0.0136Theta-0.0012Rho-10.98Eff Leverage0.0051Vega