106.75Open106.75Pre Close0 Volume3 Open Interest487.50Strike Price0.00Turnover6553.43%IV0.73%PremiumOct 11, 2024Expiry Date102.45Intrinsic Value100Multiplier0DDays to Expiry4.30Extrinsic Value100Contract SizeAmericanOptions Type0.9850Delta0.0007Gamma5.76Leverage Ratio-1336.3955Theta0.0000Rho5.68Eff Leverage0.0003Vega