0.36Open0.03Pre Close69 Volume637 Open Interest62.00Strike Price107.00Turnover239.15%IV4.48%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0317Delta0.0444Gamma3244.50Leverage Ratio-1.3732Theta0.0000Rho-102.81Eff Leverage0.0005Vega