106.55Open106.55Pre Close0 Volume0 Open Interest115.00Strike Price0.00Turnover118.10%IV5.82%PremiumJan 17, 2025Expiry Date94.36Intrinsic Value100Multiplier20DDays to Expiry12.19Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0005Gamma2.21Leverage Ratio-0.0508Theta0.0612Rho2.18Eff Leverage0.0132Vega