0.09Open0.03Pre Close57 Volume480 Open Interest57.00Strike Price109.00Turnover725.79%IV171.14%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0028Gamma1051.50Leverage Ratio-0.0200Theta0.0000Rho8.74Eff Leverage0.0003Vega