0.06Open0.04Pre Close28 Volume284 Open Interest705.00Strike Price106.00Turnover68.83%IV11.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0064Delta0.0007Gamma11537.18Leverage Ratio-0.0550Theta0.0002Rho74.19Eff Leverage0.0070Vega