2.80Open2.16Pre Close258 Volume591 Open Interest167.50Strike Price107.88KTurnover34.39%IV0.45%PremiumJul 19, 2024Expiry Date4.58Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8226Delta0.0502Gamma33.41Leverage Ratio-0.2629Theta0.0104Rho27.49Eff Leverage0.0391Vega