0.23Open0.10Pre Close9 Volume771 Open Interest15.00Strike Price106.00Turnover30.01%IV5.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1810Delta0.2668Gamma158.20Leverage Ratio-0.0079Theta-0.0012Rho-28.63Eff Leverage0.0087Vega