0.08Open0.06Pre Close15 Volume67 Open Interest435.00Strike Price107.00Turnover45.52%IV7.71%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0155Delta0.0028Gamma5386.07Leverage Ratio-0.0716Theta0.0003Rho83.31Eff Leverage0.0118Vega