0.20Open0.15Pre Close5 Volume686 Open Interest19.00Strike Price106.00Turnover20.17%IV3.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3575Delta0.3914Gamma82.53Leverage Ratio-0.0083Theta0.0042Rho29.51Eff Leverage0.0176Vega