0.88Open0.61Pre Close1.31K Volume2.54K Open Interest22.50Strike Price106.08KTurnover80.96%IV1.65%PremiumAug 2, 2024Expiry Date0.47Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6189Delta0.2493Gamma25.95Leverage Ratio-0.1331Theta0.0009Rho16.06Eff Leverage0.0072Vega