0.15Open0.55Pre Close7 Volume632 Open Interest92.50Strike Price107.00Turnover33.23%IV3.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1329Delta0.0948Gamma598.10Leverage Ratio-0.1076Theta0.0007Rho79.50Eff Leverage0.0146Vega