0.10Open0.14Pre Close11 Volume70 Open Interest41.50Strike Price107.00Turnover62.30%IV8.46%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0453Delta0.0403Gamma1005.78Leverage Ratio-0.0344Theta-0.0001Rho-45.60Eff Leverage0.0036Vega