0.01Open0.12Pre Close105 Volume538 Open Interest33.00Strike Price106.00Turnover270.89%IV30.55%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0078Delta0.0029Gamma2374.50Leverage Ratio-0.0200Theta0.0000Rho-18.54Eff Leverage0.0006Vega