0.01Open0.01Pre Close106 Volume1.77K Open Interest460.00Strike Price106.00Turnover65.23%IV8.35%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0028Delta0.0007Gamma42456.00Leverage Ratio-0.0614Theta0.0000Rho117.11Eff Leverage0.0016Vega