0.30Open0.52Pre Close4 Volume23 Open Interest84.50Strike Price107.00Turnover20.57%IV1.39%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.3029Delta0.2116Gamma265.49Leverage Ratio-0.0937Theta0.0023Rho80.42Eff Leverage0.0280Vega