34.90Open38.55Pre Close33 Volume654 Open Interest480.00Strike Price107.78KTurnover3233.24%IV0.87%PremiumSep 20, 2024Expiry Date22.73Intrinsic Value100Multiplier0DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type-0.9544Delta0.0074Gamma19.38Leverage Ratio-2114.9594Theta0.0000Rho-18.49Eff Leverage0.0004Vega