0.05Open0.11Pre Close33 Volume2.31K Open Interest8.50Strike Price107.00Turnover457.13%IV7.45%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0644Delta0.3467Gamma792.00Leverage Ratio-0.5995Theta0.0000Rho50.98Eff Leverage0.0001Vega