0.65Open0.11Pre Close2 Volume69 Open Interest70.00Strike Price107.00Turnover63.02%IV6.15%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.0991Delta0.0642Gamma530.72Leverage Ratio-0.1172Theta0.0003Rho52.59Eff Leverage0.0075Vega