0.35Open0.30Pre Close3 Volume2.02K Open Interest17.50Strike Price105.00Turnover61.35%IV8.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2695Delta0.2074Gamma65.60Leverage Ratio-0.0296Theta0.0010Rho17.68Eff Leverage0.0086Vega