0.30Open0.30Pre Close3 Volume45 Open Interest8.00Strike Price106.00Turnover77.54%IV11.06%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.3115Delta0.2242Gamma24.54Leverage Ratio-0.0134Theta-0.0016Rho-7.65Eff Leverage0.0072Vega