0.88Open0.61Pre Close1.31K Volume2.54K Open Interest22.50Strike Price106.08KTurnover82.22%IV1.35%PremiumAug 2, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6334Delta0.2417Gamma25.89Leverage Ratio-0.1334Theta0.0009Rho16.40Eff Leverage0.0071Vega