0.16Open0.10Pre Close14 Volume84 Open Interest860.00Strike Price107.00Turnover219.01%IV33.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0031Delta0.0001Gamma10717.33Leverage Ratio-0.3165Theta0.0000Rho32.73Eff Leverage0.0028Vega