0.20Open0.24Pre Close6.85K Volume1.23K Open Interest47.00Strike Price107.31KTurnover75.22%IV10.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1228Delta0.0597Gamma213.40Leverage Ratio-0.0816Theta0.0006Rho26.21Eff Leverage0.0092Vega