0.45Open0.57Pre Close4 Volume880 Open Interest72.50Strike Price207.00Turnover22.76%IV5.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2498Delta0.0800Gamma120.78Leverage Ratio-0.0295Theta0.0106Rho30.17Eff Leverage0.0554Vega