0.15Open0.24Pre Close7 Volume382 Open Interest19.00Strike Price105.00Turnover25.68%IV3.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2793Delta0.3969Gamma129.67Leverage Ratio-0.0132Theta-0.0015Rho-36.22Eff Leverage0.0111Vega