0.15Open0.09Pre Close18 Volume971 Open Interest45.00Strike Price107.00Turnover133.80%IV7.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0638Delta0.0682Gamma841.40Leverage Ratio-0.2854Theta0.0000Rho53.68Eff Leverage0.0017Vega