106.97Open106.97Pre Close0 Volume1 Open Interest190.00Strike Price0.00Turnover58.18%IV18.68%PremiumJan 17, 2025Expiry Date60.23Intrinsic Value100Multiplier23DDays to Expiry46.74Extrinsic Value100Contract SizeAmericanOptions Type0.9759Delta0.0015Gamma4.10Leverage Ratio-0.0656Theta0.1156Rho4.00Eff Leverage0.0356Vega