0.06Open0.05Pre Close15 Volume104 Open Interest48.00Strike Price107.00Turnover59.77%IV10.87%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0476Delta0.0382Gamma866.80Leverage Ratio-0.0301Theta0.0002Rho41.23Eff Leverage0.0043Vega