0.88Open0.61Pre Close1.31K Volume2.54K Open Interest22.50Strike Price106.08KTurnover80.61%IV1.26%PremiumAug 2, 2024Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6414Delta0.2442Gamma25.91Leverage Ratio-0.1297Theta0.0009Rho16.62Eff Leverage0.0071Vega