0.20Open0.25Pre Close6 Volume590 Open Interest90.00Strike Price106.00Turnover31.10%IV3.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1752Delta0.0798Gamma289.37Leverage Ratio-0.0813Theta0.0021Rho50.71Eff Leverage0.0268Vega