0.05Open0.12Pre Close17 Volume417 Open Interest47.50Strike Price106.00Turnover47.63%IV19.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0466Delta0.0241Gamma529.73Leverage Ratio-0.0117Theta0.0008Rho24.66Eff Leverage0.0083Vega