0.53Open0.45Pre Close2 Volume19 Open Interest7.00Strike Price106.00Turnover51.84%IV4.43%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier29DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5634Delta0.4039Gamma13.54Leverage Ratio-0.0062Theta-0.0029Rho-7.63Eff Leverage0.0075Vega