0.22Open1.67Pre Close5 Volume5 Open Interest55.00Strike Price106.00Turnover68.40%IV22.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1665Delta0.0302Gamma66.90Leverage Ratio-0.0402Theta0.0049Rho11.14Eff Leverage0.0302Vega