0.83Open0.97Pre Close1.50K Volume12.71K Open Interest60.00Strike Price107.04KTurnover30.08%IV1.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.4338Delta0.1927Gamma89.96Leverage Ratio-0.0882Theta-0.0031Rho-39.02Eff Leverage0.0268Vega