0.26Open0.20Pre Close4 Volume24 Open Interest42.00Strike Price106.00Turnover40.88%IV3.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.2646Delta0.1737Gamma136.86Leverage Ratio-0.0756Theta-0.0013Rho-36.21Eff Leverage0.0151Vega