0.11Open0.20Pre Close7 Volume297 Open Interest34.00Strike Price106.00Turnover42.37%IV2.14%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2952Delta0.3267Gamma172.70Leverage Ratio-0.1058Theta-0.0005Rho-50.98Eff Leverage0.0086Vega