1.07Open0.80Pre Close1 Volume13 Open Interest27.50Strike Price107.00Turnover29.75%IV1.16%PremiumDec 27, 2024Expiry Date0.76Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8539Delta0.3352Gamma33.22Leverage Ratio-0.0250Theta-0.0014Rho-28.36Eff Leverage0.0054Vega