0.35Open0.03Pre Close20 Volume169 Open Interest165.00Strike Price106.00Turnover70.58%IV13.01%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0080Delta0.0020Gamma6322.00Leverage Ratio-0.0275Theta-0.0001Rho-50.54Eff Leverage0.0035Vega