0.05Open0.05Pre Close21 Volume147 Open Interest160.00Strike Price105.00Turnover29.87%IV18.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0146Delta0.0037Gamma2710.20Leverage Ratio-0.0082Theta0.0012Rho39.43Eff Leverage0.0123Vega