0.11Open0.24Pre Close6 Volume38 Open Interest17.00Strike Price106.00Turnover161.37%IV81.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1165Delta0.0497Gamma49.79Leverage Ratio-0.0158Theta0.0006Rho5.80Eff Leverage0.0048Vega