0.01Open0.01Pre Close106 Volume351 Open Interest5.00Strike Price106.00Turnover302.21%IV49.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0089Delta0.0079Gamma990.00Leverage Ratio-0.0071Theta0.0000Rho-8.78Eff Leverage0.0002Vega