1.35Open1.44Pre Close1.32K Volume1.48K Open Interest84.00Strike Price106.56KTurnover40.90%IV0.67%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5415Delta0.2351Gamma111.46Leverage Ratio-0.3968Theta0.0011Rho60.35Eff Leverage0.0164Vega