0.15Open0.09Pre Close18 Volume970 Open Interest45.00Strike Price107.00Turnover100.74%IV7.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0638Delta0.0683Gamma841.40Leverage Ratio-0.1620Theta0.0000Rho53.70Eff Leverage0.0023Vega