0.05Open0.04Pre Close21 Volume338 Open Interest12.00Strike Price107.00Turnover84.80%IV21.17%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0498Delta0.0453Gamma303.20Leverage Ratio-0.0098Theta-0.0002Rho-15.10Eff Leverage0.0028Vega