0.05Open0.10Pre Close30 Volume304 Open Interest61.00Strike Price106.00Turnover30.11%IV6.42%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0392Delta0.0440Gamma1638.57Leverage Ratio-0.0158Theta0.0003Rho64.21Eff Leverage0.0054Vega