4.55Open5.15Pre Close275 Volume801 Open Interest50.00Strike Price106.63KTurnover150.53%IV3.67%PremiumSep 6, 2024Expiry Date2.34Intrinsic Value100Multiplier1DDays to Expiry1.92Extrinsic Value100Contract SizeAmericanOptions Type0.7336Delta0.0764Gamma15.39Leverage Ratio-0.7269Theta0.0010Rho11.29Eff Leverage0.0094Vega