0.03Open0.03Pre Close34 Volume1.54K Open Interest60.00Strike Price106.00Turnover43.63%IV4.34%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0443Delta0.0573Gamma2089.67Leverage Ratio-0.0300Theta-0.0001Rho-92.64Eff Leverage0.0035Vega