2.84Open2.52Pre Close351 Volume3.01K Open Interest29.00Strike Price107.54KTurnover110.19%IV1.57%PremiumDec 20, 2024Expiry Date2.90Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.8028Delta0.0740Gamma9.67Leverage Ratio-0.1300Theta0.0025Rho7.76Eff Leverage0.0095Vega