5.04Open6.99Pre Close197 Volume242 Open Interest109.00Strike Price106.61KTurnover28.31%IV0.77%PremiumSep 27, 2024Expiry Date4.69Intrinsic Value100Multiplier3DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9523Delta0.0332Gamma23.20Leverage Ratio-0.0535Theta0.0089Rho22.10Eff Leverage0.0105Vega