0.04Open0.04Pre Close18 Volume389 Open Interest42.50Strike Price107.00Turnover21.01%IV2.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.2266Gamma966.67Leverage Ratio-0.0240Theta-0.0004Rho-107.02Eff Leverage0.0075Vega