0.07Open0.15Pre Close20 Volume22 Open Interest1080.00Strike Price106.00Turnover76.11%IV25.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0029Delta0.0001Gamma14302.00Leverage Ratio-0.0475Theta0.0003Rho41.48Eff Leverage0.0082Vega