0.05Open0.10Pre Close22 Volume744 Open Interest31.00Strike Price107.00Turnover21.90%IV4.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0498Delta0.1083Gamma1624.50Leverage Ratio-0.0069Theta-0.0003Rho-80.95Eff Leverage0.0045Vega