106.50Open106.50Pre Close0 Volume1 Open Interest345.00Strike Price0.00Turnover149.19%IV10.87%PremiumOct 18, 2024Expiry Date77.40Intrinsic Value100Multiplier4DDays to Expiry29.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9399Delta0.0029Gamma3.42Leverage Ratio-0.5160Theta-0.0271Rho-3.21Eff Leverage0.0333Vega