0.06Open0.15Pre Close11 Volume8.61K Open Interest17.50Strike Price106.00Turnover80.51%IV22.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1049Delta0.0858Gamma143.70Leverage Ratio-0.0156Theta0.0005Rho15.08Eff Leverage0.0048Vega