0.05Open0.05Pre Close12 Volume187 Open Interest81.00Strike Price107.00Turnover49.21%IV4.38%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1169Delta0.0738Gamma518.00Leverage Ratio-0.1268Theta0.0004Rho60.56Eff Leverage0.0106Vega