0.35Open0.50Pre Close3 Volume743 Open Interest17.50Strike Price105.00Turnover8.91%IV0.56%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7780Delta0.7457Gamma50.71Leverage Ratio-0.0042Theta0.0086Rho39.45Eff Leverage0.0133Vega