0.10Open0.05Pre Close103 Volume944 Open Interest32.50Strike Price906.00Turnover30.59%IV7.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1039Delta0.1168Gamma405.67Leverage Ratio-0.0139Theta0.0009Rho42.16Eff Leverage0.0091Vega