0.03Open0.05Pre Close6 Volume120 Open Interest45.00Strike Price108.00Turnover130.54%IV27.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0946Delta0.0279Gamma141.64Leverage Ratio-0.0783Theta0.0005Rho13.39Eff Leverage0.0078Vega