0.02Open0.03Pre Close53 Volume744 Open Interest13.50Strike Price106.00Turnover238.28%IV2.74%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1248Delta0.6424Gamma693.00Leverage Ratio-0.9510Theta0.0000Rho-86.45Eff Leverage0.0003Vega