0.30Open0.29Pre Close3 Volume367 Open Interest162.50Strike Price107.00Turnover11.64%IV0.71%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.2642Delta0.2032Gamma518.35Leverage Ratio-0.1022Theta-0.0028Rho-136.95Eff Leverage0.0452Vega