2.84Open2.52Pre Close351 Volume3.01K Open Interest29.00Strike Price107.54KTurnover107.01%IV1.69%PremiumDec 20, 2024Expiry Date2.86Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.8207Delta0.0715Gamma9.73Leverage Ratio-0.1191Theta0.0026Rho7.98Eff Leverage0.0090Vega