0.10Open0.05Pre Close27 Volume717 Open Interest6.00Strike Price107.00Turnover86.96%IV13.56%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1204Delta0.3800Gamma177.00Leverage Ratio-0.0108Theta0.0001Rho21.32Eff Leverage0.0012Vega