0.02Open0.02Pre Close54 Volume661 Open Interest122.00Strike Price107.00Turnover58.55%IV12.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0050Gamma5400.50Leverage Ratio-0.0172Theta0.0001Rho57.20Eff Leverage0.0027Vega