0.10Open0.35Pre Close11 Volume34 Open Interest139.00Strike Price107.00Turnover77.68%IV8.64%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0256Delta0.0084Gamma2172.43Leverage Ratio-0.0700Theta-0.0001Rho-55.56Eff Leverage0.0054Vega