0.01Open0.01Pre Close106 Volume140 Open Interest3.00Strike Price106.00Turnover248.96%IV55.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0534Delta0.2236Gamma194.00Leverage Ratio-0.0060Theta0.0000Rho10.36Eff Leverage0.0002Vega