0.05Open0.05Pre Close21 Volume493 Open Interest5.00Strike Price107.00Turnover116.52%IV46.38%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1186Delta0.2062Gamma69.00Leverage Ratio-0.0046Theta0.0002Rho8.19Eff Leverage0.0016Vega