2.80Open2.16Pre Close258 Volume506 Open Interest167.50Strike Price107.88KTurnover35.11%IV0.45%PremiumJul 19, 2024Expiry Date4.58Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8221Delta0.0503Gamma33.41Leverage Ratio-0.2731Theta0.0100Rho27.47Eff Leverage0.0384Vega