0.17Open0.18Pre Close6 Volume211 Open Interest50.00Strike Price107.00Turnover40.59%IV9.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0808Delta0.0377Gamma367.27Leverage Ratio-0.0249Theta-0.0013Rho-29.67Eff Leverage0.0146Vega