0.15Open0.10Pre Close29 Volume670 Open Interest20.00Strike Price292.00Turnover67.76%IV6.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1135Delta0.2080Gamma376.40Leverage Ratio-0.0402Theta0.0001Rho42.74Eff Leverage0.0026Vega