0.02Open0.10Pre Close30 Volume1.60K Open Interest14.50Strike Price106.00Turnover82.32%IV7.09%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0815Delta0.1904Gamma519.17Leverage Ratio-0.0293Theta0.0000Rho-42.34Eff Leverage0.0015Vega