1.05Open0.95Pre Close1 Volume273 Open Interest2.50Strike Price105.00Turnover203.95%IV20.77%PremiumJan 17, 2025Expiry Date0.67Intrinsic Value100Multiplier11DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7512Delta0.4802Gamma2.44Leverage Ratio-0.0090Theta-0.0006Rho-1.83Eff Leverage0.0010Vega