0.17Open0.18Pre Close6 Volume211 Open Interest50.00Strike Price107.00Turnover39.68%IV9.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0808Delta0.0377Gamma367.27Leverage Ratio-0.0238Theta-0.0014Rho-29.66Eff Leverage0.0150Vega