0.01Open0.04Pre Close29 Volume569 Open Interest83.50Strike Price107.00Turnover18.41%IV0.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1462Delta0.5739Gamma2079.00Leverage Ratio-0.1844Theta0.0001Rho304.04Eff Leverage0.0050Vega