0.65Open0.47Pre Close2 Volume72 Open Interest26.00Strike Price105.00Turnover38.71%IV6.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2955Delta0.1767Gamma82.63Leverage Ratio-0.0234Theta0.0029Rho24.42Eff Leverage0.0174Vega