106.80Open106.80Pre Close0 Volume1 Open Interest115.00Strike Price0.00Turnover91.26%IV20.29%PremiumAug 16, 2024Expiry Date69.39Intrinsic Value100Multiplier24DDays to Expiry37.41Extrinsic Value100Contract SizeAmericanOptions Type0.9826Delta0.0010Gamma2.63Leverage Ratio-0.0526Theta0.0761Rho2.58Eff Leverage0.0207Vega