0.02Open0.03Pre Close27 Volume597 Open Interest123.00Strike Price107.00Turnover26.12%IV3.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0418Gamma3406.57Leverage Ratio-0.0338Theta0.0002Rho140.18Eff Leverage0.0071Vega