0.54Open0.88Pre Close2 Volume34 Open Interest177.50Strike Price106.00Turnover44.51%IV0.13%PremiumDec 20, 2024Expiry Date0.29Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6320Delta0.0651Gamma76.22Leverage Ratio-0.6053Theta-0.0058Rho-48.17Eff Leverage0.0491Vega