0.54Open0.20Pre Close2 Volume550 Open Interest195.00Strike Price107.00Turnover32.75%IV13.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.0716Delta0.0099Gamma405.81Leverage Ratio-0.0440Theta0.0071Rho29.06Eff Leverage0.0575Vega