0.05Open0.05Pre Close26 Volume569 Open Interest6.00Strike Price106.00Turnover153.14%IV8.15%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1810Delta0.6253Gamma139.63Leverage Ratio-0.0629Theta0.0000Rho25.28Eff Leverage0.0007Vega