0.01Open0.01Pre Close36 Volume33 Open Interest24.00Strike Price106.00Turnover100.14%IV9.95%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1279Delta0.1230Gamma208.57Leverage Ratio-0.0741Theta0.0002Rho26.68Eff Leverage0.0036Vega