0.01Open0.01Pre Close106 Volume0 Open Interest131.00Strike Price106.00Turnover113.80%IV36.13%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0014Gamma4812.00Leverage Ratio-0.0156Theta0.0001Rho27.25Eff Leverage0.0016Vega