0.30Open0.55Pre Close4 Volume490 Open Interest66.00Strike Price107.00Turnover35.14%IV0.66%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.3637Delta0.4699Gamma331.35Leverage Ratio-0.3543Theta-0.0003Rho-120.50Eff Leverage0.0085Vega