10.80Open7.90Pre Close73 Volume496 Open Interest755.00Strike Price107.21KTurnover77.46%IV0.37%PremiumJan 10, 2025Expiry Date11.02Intrinsic Value100Multiplier0DDays to Expiry2.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7317Delta0.0190Gamma53.91Leverage Ratio-8.7201Theta-0.0048Rho-39.44Eff Leverage0.0738Vega