2.25Open1.77Pre Close409 Volume415 Open Interest50.00Strike Price106.03KTurnover32.20%IV0.40%PremiumSep 27, 2024Expiry Date2.03Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8971Delta0.1011Gamma23.28Leverage Ratio-0.0433Theta0.0050Rho20.88Eff Leverage0.0099Vega