0.35Open0.30Pre Close3 Volume1.00K Open Interest1.00Strike Price105.00Turnover220.97%IV4.65%PremiumJan 17, 2025Expiry Date0.29Intrinsic Value100Multiplier10DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8112Delta0.5729Gamma3.69Leverage Ratio-0.0065Theta0.0002Rho2.99Eff Leverage0.0006Vega