0.53Open0.45Pre Close2 Volume19 Open Interest7.00Strike Price106.00Turnover50.54%IV4.43%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier29DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5567Delta0.4152Gamma13.54Leverage Ratio-0.0061Theta-0.0028Rho-7.54Eff Leverage0.0075Vega