0.27Open0.40Pre Close4 Volume101 Open Interest17.50Strike Price106.00Turnover60.33%IV16.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1272Delta0.0631Gamma91.87Leverage Ratio-0.0131Theta-0.0018Rho-11.69Eff Leverage0.0114Vega