0.03Open0.05Pre Close32 Volume16.40K Open Interest15.00Strike Price106.00Turnover520.67%IV593.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0614Delta0.0585Gamma54.25Leverage Ratio-0.0096Theta0.0000Rho3.33Eff Leverage0.0005Vega