0.50Open0.80Pre Close2.10K Volume2.70K Open Interest17.00Strike Price107.05KTurnover198.86%IV1.19%PremiumJan 10, 2025Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6821Delta0.2527Gamma19.45Leverage Ratio-0.4343Theta0.0002Rho13.26Eff Leverage0.0025Vega