2.20Open37.10Pre Close2.23K Volume1.72K Open Interest267.50Strike Price106.37KTurnover30.13%IV5.15%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0711Delta0.0163Gamma979.38Leverage Ratio-0.1218Theta0.0021Rho69.61Eff Leverage0.0377Vega