0.05Open0.05Pre Close40 Volume16 Open Interest70.00Strike Price107.00Turnover34.24%IV27.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0052Gamma2752.50Leverage Ratio-0.0025Theta0.0005Rho29.92Eff Leverage0.0047Vega