0.85Open2.90Pre Close3 Volume18 Open Interest96.00Strike Price107.00Turnover1518.15%IV2.74%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1088Delta0.0897Gamma896.27Leverage Ratio-270.9469Theta0.0000Rho-97.51Eff Leverage0.0003Vega