0.56Open0.73Pre Close2 Volume3.66K Open Interest15.00Strike Price106.00Turnover32.78%IV2.23%PremiumJan 17, 2025Expiry Date0.17Intrinsic Value100Multiplier15DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5483Delta0.4050Gamma31.22Leverage Ratio-0.0123Theta-0.0031Rho-17.12Eff Leverage0.0119Vega