23.16Open22.16Pre Close41 Volume107 Open Interest325.00Strike Price106.30KTurnover45.27%IV0.79%PremiumDec 6, 2024Expiry Date23.75Intrinsic Value100Multiplier3DDays to Expiry2.76Extrinsic Value100Contract SizeAmericanOptions Type0.9573Delta0.0061Gamma14.38Leverage Ratio-0.2116Theta0.0271Rho13.77Eff Leverage0.0297Vega