1.35Open1.44Pre Close1.32K Volume1.48K Open Interest84.00Strike Price106.56KTurnover59.78%IV0.67%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier0DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5403Delta0.2343Gamma111.46Leverage Ratio-0.8387Theta0.0005Rho60.22Eff Leverage0.0112Vega