106.90Open106.90Pre Close0 Volume22 Open Interest400.00Strike Price0.00Turnover52.66%IV3.26%PremiumJan 17, 2025Expiry Date90.91Intrinsic Value100Multiplier20DDays to Expiry15.99Extrinsic Value100Contract SizeAmericanOptions Type0.9575Delta0.0015Gamma5.28Leverage Ratio-0.1774Theta0.2120Rho5.05Eff Leverage0.1054Vega