0.22Open0.42Pre Close4 Volume262 Open Interest340.00Strike Price106.00Turnover32.23%IV7.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0092Gamma794.05Leverage Ratio-0.1268Theta0.0039Rho52.66Eff Leverage0.0559Vega