0.15Open0.27Pre Close8 Volume1.67K Open Interest97.50Strike Price107.00Turnover25.51%IV10.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0352Delta0.0111Gamma1089.70Leverage Ratio-0.0111Theta-0.0021Rho-38.38Eff Leverage0.0212Vega