0.15Open0.55Pre Close7 Volume632 Open Interest92.50Strike Price107.00Turnover31.67%IV3.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0994Delta0.0813Gamma599.33Leverage Ratio-0.0776Theta0.0005Rho59.56Eff Leverage0.0119Vega