0.53Open0.45Pre Close2 Volume222 Open Interest45.00Strike Price106.00Turnover35.71%IV5.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.2518Delta0.0908Gamma85.62Leverage Ratio-0.0341Theta-0.0049Rho-21.56Eff Leverage0.0314Vega