0.01Open0.01Pre Close66 Volume866 Open Interest16.50Strike Price106.00Turnover43.25%IV6.09%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0390Delta0.1340Gamma1756.00Leverage Ratio-0.0080Theta0.0000Rho-68.46Eff Leverage0.0012Vega