0.25Open0.10Pre Close4 Volume15 Open Interest7.50Strike Price107.00Turnover38.05%IV3.49%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier6DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5507Delta1.0901Gamma42.51Leverage Ratio-0.0120Theta-0.0006Rho-23.41Eff Leverage0.0038Vega