15.16Open7.70Pre Close68 Volume479 Open Interest144.00Strike Price107.30KTurnover3892.42%IV0.24%PremiumNov 15, 2024Expiry Date15.27Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.9053Delta0.0157Gamma8.20Leverage Ratio-526.8416Theta0.0000Rho-7.42Eff Leverage0.0005Vega