0.40Open0.23Pre Close3.07K Volume789 Open Interest32.00Strike Price106.60KTurnover73.91%IV8.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1741Delta0.1162Gamma148.75Leverage Ratio-0.0771Theta0.0005Rho25.89Eff Leverage0.0077Vega