0.60Open0.60Pre Close2 Volume22 Open Interest260.00Strike Price106.00Turnover36.45%IV16.37%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.0569Delta0.0056Gamma471.20Leverage Ratio-0.0518Theta0.0075Rho26.80Eff Leverage0.0634Vega