0.20Open0.15Pre Close5.40K Volume2.11K Open Interest63.00Strike Price107.97KTurnover20.54%IV1.51%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2437Delta0.2989Gamma414.93Leverage Ratio-0.0717Theta0.0010Rho101.12Eff Leverage0.0160Vega