2.95Open2.40Pre Close506 Volume81 Open Interest230.00Strike Price106.65KTurnover34.41%IV0.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4840Delta0.0499Gamma74.22Leverage Ratio-0.4482Theta-0.0108Rho-35.92Eff Leverage0.0927Vega