0.88Open0.61Pre Close1.31K Volume2.54K Open Interest22.50Strike Price106.08KTurnover80.84%IV1.48%PremiumAug 2, 2024Expiry Date0.51Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6387Delta0.2443Gamma25.85Leverage Ratio-0.1304Theta0.0009Rho16.51Eff Leverage0.0071Vega