0.75Open0.40Pre Close963 Volume516 Open Interest177.50Strike Price106.98KTurnover17.21%IV0.15%PremiumDec 6, 2024Expiry Date2.08Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7882Delta0.1174Gamma74.97Leverage Ratio-0.1320Theta-0.0078Rho-59.09Eff Leverage0.0424Vega