0.01Open0.02Pre Close106 Volume532 Open Interest40.50Strike Price106.00Turnover60.26%IV9.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0234Delta0.0319Gamma2465.33Leverage Ratio-0.0136Theta0.0001Rho57.80Eff Leverage0.0016Vega