3.30Open3.38Pre Close291 Volume490 Open Interest40.00Strike Price107.03KTurnover77.21%IV6.30%PremiumSep 20, 2024Expiry Date1.77Intrinsic Value100Multiplier27DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type0.6290Delta0.0432Gamma9.39Leverage Ratio-0.0651Theta0.0161Rho5.90Eff Leverage0.0428Vega