0.05Open0.06Pre Close32 Volume658 Open Interest57.50Strike Price106.00Turnover270.33%IV2.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0641Delta0.1177Gamma1969.67Leverage Ratio-3.9716Theta0.0000Rho-126.35Eff Leverage0.0005Vega