0.02Open0.03Pre Close27 Volume600 Open Interest123.00Strike Price107.00Turnover31.47%IV3.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0527Delta0.0474Gamma2384.60Leverage Ratio-0.0498Theta0.0002Rho125.68Eff Leverage0.0077Vega