0.02Open0.03Pre Close27 Volume600 Open Interest123.00Strike Price107.00Turnover28.79%IV3.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0417Gamma3406.57Leverage Ratio-0.0349Theta0.0002Rho140.07Eff Leverage0.0065Vega