0.04Open0.04Pre Close18 Volume389 Open Interest42.50Strike Price107.00Turnover21.63%IV2.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1075Delta0.2141Gamma966.56Leverage Ratio-0.0240Theta-0.0004Rho-103.88Eff Leverage0.0074Vega