0.10Open0.05Pre Close11 Volume413 Open Interest42.50Strike Price107.00Turnover52.14%IV15.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0357Gamma528.29Leverage Ratio-0.0175Theta0.0005Rho28.95Eff Leverage0.0066Vega