0.15Open0.15Pre Close15 Volume0 Open Interest21.50Strike Price106.00Turnover162.42%IV13.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0587Delta0.0510Gamma414.50Leverage Ratio-0.0600Theta0.0000Rho-24.35Eff Leverage0.0017Vega