1.35Open1.44Pre Close1.32K Volume1.48K Open Interest84.00Strike Price106.56KTurnover45.58%IV0.67%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5410Delta0.2348Gamma111.46Leverage Ratio-0.4908Theta0.0009Rho60.30Eff Leverage0.0147Vega