0.35Open0.40Pre Close3 Volume96 Open Interest31.00Strike Price106.00Turnover22.79%IV3.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3383Delta0.2262Gamma84.16Leverage Ratio-0.0148Theta-0.0049Rho-28.47Eff Leverage0.0261Vega