0.08Open0.25Pre Close9 Volume111 Open Interest80.50Strike Price107.00Turnover178.74%IV1.70%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.4563Delta0.0518Gamma31.64Leverage Ratio-2.2031Theta0.0010Rho14.44Eff Leverage0.0170Vega