0.11Open0.06Pre Close41 Volume3.84K Open Interest65.00Strike Price107.00Turnover33.69%IV7.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0245Delta0.0216Gamma2798.40Leverage Ratio-0.0137Theta-0.0002Rho-68.70Eff Leverage0.0045Vega