0.14Open0.25Pre Close8 Volume9 Open Interest157.50Strike Price106.00Turnover61.74%IV6.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0482Delta0.0169Gamma1527.09Leverage Ratio-0.1200Theta-0.0003Rho-73.56Eff Leverage0.0096Vega