0.36Open0.66Pre Close3 Volume516 Open Interest12.00Strike Price107.00Turnover64.10%IV1.06%PremiumJan 10, 2025Expiry Date0.22Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6830Delta0.7251Gamma37.60Leverage Ratio-0.0735Theta0.0003Rho25.68Eff Leverage0.0027Vega