0.06Open0.10Pre Close16 Volume547 Open Interest26.00Strike Price107.00Turnover36.64%IV14.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1006Delta0.0808Gamma228.40Leverage Ratio-0.0079Theta0.0015Rho22.97Eff Leverage0.0105Vega