0.04Open0.02Pre Close47 Volume988 Open Interest66.00Strike Price106.00Turnover76.57%IV13.69%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0120Gamma2903.50Leverage Ratio-0.0187Theta0.0001Rho48.07Eff Leverage0.0018Vega