0.05Open0.07Pre Close21 Volume78 Open Interest7.00Strike Price106.00Turnover97.86%IV12.96%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1696Delta0.3630Gamma104.17Leverage Ratio-0.0186Theta0.0001Rho17.67Eff Leverage0.0018Vega