0.25Open0.25Pre Close4 Volume554 Open Interest14.00Strike Price106.00Turnover40.49%IV2.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4225Delta0.5539Gamma62.71Leverage Ratio-0.0251Theta-0.0009Rho-26.49Eff Leverage0.0068Vega