8.20Open5.60Pre Close127 Volume364 Open Interest45.00Strike Price106.36KTurnover250.44%IV4.09%PremiumOct 11, 2024Expiry Date6.83Intrinsic Value100Multiplier4DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.7434Delta0.0226Gamma5.51Leverage Ratio-0.5505Theta0.0035Rho4.10Eff Leverage0.0183Vega