0.15Open0.75Pre Close3 Volume106 Open Interest410.00Strike Price106.00Turnover27.08%IV4.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.0726Delta0.0136Gamma1214.15Leverage Ratio-0.1911Theta0.0026Rho88.17Eff Leverage0.0518Vega