0.21Open0.23Pre Close5 Volume2.50K Open Interest90.00Strike Price105.00Turnover121.55%IV84.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0380Delta0.0054Gamma233.10Leverage Ratio-0.0255Theta0.0011Rho8.86Eff Leverage0.0105Vega