1.35Open1.44Pre Close1.32K Volume1.48K Open Interest84.00Strike Price106.56KTurnover38.28%IV0.67%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5418Delta0.2353Gamma111.46Leverage Ratio-0.3486Theta0.0012Rho60.39Eff Leverage0.0175Vega