0.17Open0.30Pre Close6 Volume658 Open Interest100.00Strike Price105.00Turnover33.76%IV14.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0592Delta0.0166Gamma502.11Leverage Ratio-0.0201Theta0.0029Rho29.71Eff Leverage0.0248Vega