0.26Open1.11Pre Close20 Volume94 Open Interest122.00Strike Price105.00Turnover58.46%IV2.97%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0364Gamma11849.00Leverage Ratio-0.2222Theta0.0000Rho240.17Eff Leverage0.0011Vega