15.16Open7.70Pre Close68 Volume479 Open Interest144.00Strike Price107.30KTurnover7591.10%IV0.24%PremiumNov 15, 2024Expiry Date15.27Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.9103Delta0.0155Gamma8.20Leverage Ratio-1979.0809Theta0.0000Rho-7.46Eff Leverage0.0002Vega