0.30Open0.23Pre Close4 Volume612 Open Interest30.00Strike Price106.00Turnover47.39%IV10.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.1539Delta0.0617Gamma102.86Leverage Ratio-0.0206Theta-0.0029Rho-15.83Eff Leverage0.0192Vega