0.11Open0.15Pre Close10 Volume105 Open Interest35.00Strike Price107.00Turnover68.89%IV10.15%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0698Delta0.0473Gamma431.72Leverage Ratio-0.0425Theta-0.0003Rho-30.12Eff Leverage0.0055Vega