0.08Open0.14Pre Close14 Volume377 Open Interest64.00Strike Price106.00Turnover27.89%IV3.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1056Delta0.0983Gamma697.16Leverage Ratio-0.0431Theta-0.0007Rho-73.59Eff Leverage0.0121Vega