0.17Open0.18Pre Close6 Volume216 Open Interest50.00Strike Price107.00Turnover40.18%IV9.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0774Delta0.0372Gamma367.27Leverage Ratio-0.0240Theta-0.0013Rho-28.42Eff Leverage0.0141Vega