0.62Open0.44Pre Close5 Volume152 Open Interest530.00Strike Price106.00Turnover19.68%IV3.24%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0224Delta0.0068Gamma7897.92Leverage Ratio-0.0596Theta0.0007Rho176.79Eff Leverage0.0212Vega