4.55Open5.15Pre Close275 Volume801 Open Interest50.00Strike Price106.63KTurnover162.99%IV3.67%PremiumSep 6, 2024Expiry Date2.34Intrinsic Value100Multiplier1DDays to Expiry1.92Extrinsic Value100Contract SizeAmericanOptions Type0.7054Delta0.0744Gamma15.74Leverage Ratio-0.8915Theta0.0010Rho11.10Eff Leverage0.0098Vega