0.06Open0.06Pre Close25 Volume606 Open Interest47.50Strike Price107.00Turnover49.97%IV3.78%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0569Delta0.1099Gamma1832.40Leverage Ratio-0.0760Theta0.0001Rho104.22Eff Leverage0.0024Vega