106.55Open106.55Pre Close0 Volume0 Open Interest115.00Strike Price0.00Turnover130.47%IV5.16%PremiumJan 17, 2025Expiry Date95.67Intrinsic Value100Multiplier22DDays to Expiry10.88Extrinsic Value100Contract SizeAmericanOptions Type0.9806Delta0.0007Gamma2.18Leverage Ratio-0.0836Theta0.0657Rho2.14Eff Leverage0.0242Vega