0.05Open0.06Pre Close21 Volume255 Open Interest12.00Strike Price105.00Turnover204.13%IV167.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0586Delta0.0487Gamma90.00Leverage Ratio-0.0055Theta0.0001Rho5.28Eff Leverage0.0014Vega