0.02Open0.05Pre Close23 Volume1 Open Interest33.00Strike Price106.00Turnover55.20%IV8.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0708Delta0.0832Gamma609.00Leverage Ratio-0.0287Theta0.0002Rho43.10Eff Leverage0.0040Vega