0.15Open0.06Pre Close8 Volume283 Open Interest19.00Strike Price106.00Turnover50.88%IV4.01%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1788Delta0.3224Gamma246.38Leverage Ratio-0.0443Theta-0.0002Rho-44.05Eff Leverage0.0042Vega