1.05Open0.86Pre Close943 Volume4.05K Open Interest59.00Strike Price107.85KTurnover22.76%IV0.53%PremiumJul 5, 2024Expiry Date0.84Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.7706Delta0.1982Gamma52.49Leverage Ratio-0.0587Theta0.0056Rho40.45Eff Leverage0.0204Vega