0.07Open0.05Pre Close15 Volume216 Open Interest21.00Strike Price106.00Turnover14.55%IV3.55%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1689Delta0.3092Gamma289.33Leverage Ratio-0.0038Theta-0.0022Rho-48.86Eff Leverage0.0141Vega