0.35Open0.34Pre Close3.55K Volume12.92K Open Interest10.00Strike Price106.84KTurnover22.95%IV1.08%PremiumSep 20, 2024Expiry Date0.21Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7110Delta0.8005Gamma33.48Leverage Ratio-0.0070Theta0.0023Rho23.80Eff Leverage0.0064Vega