0.05Open0.05Pre Close21 Volume261 Open Interest7.00Strike Price107.00Turnover125.79%IV12.58%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1867Delta0.3721Gamma89.71Leverage Ratio-0.0318Theta0.0001Rho16.75Eff Leverage0.0015Vega