0.15Open0.10Pre Close9 Volume74 Open Interest18.00Strike Price107.00Turnover24.76%IV5.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1841Delta0.2209Gamma151.85Leverage Ratio-0.0063Theta-0.0021Rho-27.96Eff Leverage0.0130Vega