0.54Open0.88Pre Close2 Volume34 Open Interest177.50Strike Price106.00Turnover37.69%IV2.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.2097Delta0.0555Gamma290.27Leverage Ratio-0.3643Theta-0.0021Rho-60.88Eff Leverage0.0397Vega