0.01Open0.02Pre Close63 Volume225 Open Interest37.50Strike Price105.00Turnover43.38%IV4.51%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0593Delta0.1192Gamma1436.00Leverage Ratio-0.0245Theta0.0001Rho85.22Eff Leverage0.0027Vega