0.05Open0.09Pre Close21 Volume1.15K Open Interest44.00Strike Price105.00Turnover34.58%IV17.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0393Delta0.0261Gamma750.40Leverage Ratio-0.0060Theta0.0009Rho29.49Eff Leverage0.0080Vega