22.52Open21.62Pre Close48 Volume37 Open Interest14.00Strike Price107.85KTurnover493.21%IV0.84%PremiumNov 15, 2024Expiry Date21.80Intrinsic Value100Multiplier8DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9523Delta0.0039Gamma1.59Leverage Ratio-0.1627Theta0.0025Rho1.52Eff Leverage0.0052Vega