0.02Open0.63Pre Close28 Volume326 Open Interest67.50Strike Price106.00Turnover36.92%IV6.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0503Gamma1060.67Leverage Ratio-0.0338Theta0.0004Rho63.48Eff Leverage0.0076Vega