0.15Open0.75Pre Close3 Volume106 Open Interest410.00Strike Price106.00Turnover25.67%IV4.19%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0121Gamma1575.68Leverage Ratio-0.1499Theta0.0022Rho94.31Eff Leverage0.0454Vega