0.30Open0.60Pre Close3 Volume16 Open Interest85.00Strike Price106.00Turnover44.46%IV14.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.0753Delta0.0132Gamma259.47Leverage Ratio-0.0336Theta-0.0042Rho-19.54Eff Leverage0.0344Vega