0.14Open0.20Pre Close9 Volume280 Open Interest44.50Strike Price106.00Turnover33.52%IV3.70%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1206Delta0.1343Gamma461.05Leverage Ratio-0.0418Theta-0.0005Rho-55.58Eff Leverage0.0089Vega