0.90Open0.95Pre Close1.38K Volume4.19K Open Interest48.50Strike Price106.71KTurnover30.95%IV0.22%PremiumDec 6, 2024Expiry Date0.65Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7281Delta0.2968Gamma57.82Leverage Ratio-0.1073Theta0.0019Rho42.10Eff Leverage0.0120Vega