0.35Open0.40Pre Close3 Volume330 Open Interest24.00Strike Price107.00Turnover37.07%IV6.65%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.3232Delta0.1697Gamma53.74Leverage Ratio-0.0176Theta0.0043Rho17.37Eff Leverage0.0205Vega