0.26Open1.11Pre Close20 Volume94 Open Interest122.00Strike Price105.00Turnover55.68%IV2.10%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0497Gamma11950.00Leverage Ratio-0.2798Theta0.0000Rho283.67Eff Leverage0.0011Vega