0.03Open0.02Pre Close74 Volume1.09K Open Interest34.00Strike Price106.00Turnover40.56%IV2.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0532Delta0.2424Gamma3324.50Leverage Ratio-0.0580Theta0.0000Rho177.02Eff Leverage0.0012Vega