0.32Open0.90Pre Close3 Volume51 Open Interest250.00Strike Price106.00Turnover22.59%IV9.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0096Gamma615.78Leverage Ratio-0.0358Theta0.0097Rho40.15Eff Leverage0.0747Vega