1.07Open1.25Pre Close1 Volume3 Open Interest45.00Strike Price107.00Turnover37.79%IV4.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.3583Delta0.0896Gamma43.19Leverage Ratio-0.0358Theta-0.0090Rho-15.47Eff Leverage0.0413Vega