0.10Open0.35Pre Close11 Volume25 Open Interest139.00Strike Price107.00Turnover61.68%IV8.64%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0331Delta0.0098Gamma1520.70Leverage Ratio-0.0841Theta-0.0003Rho-50.30Eff Leverage0.0090Vega