0.55Open0.55Pre Close2 Volume21 Open Interest0.50Strike Price107.00Turnover502.29%IV0.99%PremiumOct 4, 2024Expiry Date0.51Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9465Delta0.2071Gamma1.92Leverage Ratio-0.0069Theta0.0000Rho1.82Eff Leverage0.0001Vega