0.15Open0.70Pre Close8 Volume181 Open Interest33.00Strike Price106.00Turnover45.22%IV8.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0893Delta0.0685Gamma359.30Leverage Ratio-0.0238Theta-0.0006Rho-32.07Eff Leverage0.0084Vega