2.55Open21.04Pre Close805 Volume23 Open Interest67.50Strike Price106.95KTurnover51.34%IV14.15%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.1869Delta0.0358Gamma82.34Leverage Ratio-0.0476Theta0.0062Rho15.39Eff Leverage0.0392Vega