0.03Open0.09Pre Close37 Volume345 Open Interest33.00Strike Price107.00Turnover27.23%IV2.40%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1098Delta0.2867Gamma965.14Leverage Ratio-0.0285Theta-0.0002Rho-105.96Eff Leverage0.0045Vega