0.24Open0.05Pre Close56 Volume301 Open Interest300.00Strike Price106.00Turnover48.72%IV6.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0078Delta0.0028Gamma11229.60Leverage Ratio-0.0200Theta0.0001Rho87.82Eff Leverage0.0034Vega