1.07Open1.59Pre Close1 Volume22 Open Interest76.50Strike Price107.00Turnover25.90%IV0.71%PremiumDec 20, 2024Expiry Date0.52Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6127Delta0.1964Gamma71.98Leverage Ratio-0.1209Theta0.0044Rho44.10Eff Leverage0.0288Vega