0.35Open0.34Pre Close2.97K Volume1.97K Open Interest10.50Strike Price106.10KTurnover126.54%IV12.15%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2729Delta0.2606Gamma54.52Leverage Ratio-0.0548Theta0.0003Rho14.88Eff Leverage0.0034Vega