0.15Open0.20Pre Close6 Volume3.19K Open Interest6.00Strike Price107.00Turnover64.36%IV12.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2448Delta0.2841Gamma37.83Leverage Ratio-0.0069Theta-0.0011Rho-9.26Eff Leverage0.0054Vega