0.55Open0.65Pre Close2 Volume461 Open Interest260.00Strike Price105.00Turnover21.02%IV8.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0735Delta0.0112Gamma480.53Leverage Ratio-0.0405Theta0.0105Rho35.31Eff Leverage0.0825Vega