0.47Open0.82Pre Close3.47K Volume956 Open Interest10.50Strike Price107.40KTurnover110.71%IV3.15%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5063Delta0.4994Gamma33.81Leverage Ratio-0.1122Theta0.0002Rho17.11Eff Leverage0.0029Vega