0.20Open0.25Pre Close6 Volume281 Open Interest380.00Strike Price106.00Turnover51.54%IV8.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0192Delta0.0027Gamma3315.68Leverage Ratio-0.1088Theta-0.0005Rho-63.52Eff Leverage0.0159Vega