10.80Open7.90Pre Close73 Volume515 Open Interest755.00Strike Price107.21KTurnover52.32%IV0.37%PremiumJan 10, 2025Expiry Date11.02Intrinsic Value100Multiplier0DDays to Expiry2.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7732Delta0.0210Gamma57.90Leverage Ratio-4.3331Theta-0.0074Rho-44.76Eff Leverage0.0827Vega