10.80Open7.90Pre Close73 Volume515 Open Interest755.00Strike Price107.21KTurnover43.65%IV0.37%PremiumJan 10, 2025Expiry Date11.02Intrinsic Value100Multiplier1DDays to Expiry2.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7721Delta0.0210Gamma57.90Leverage Ratio-2.9959Theta-0.0105Rho-44.70Eff Leverage0.0997Vega