0.03Open0.06Pre Close137 Volume797 Open Interest25.00Strike Price206.00Turnover50.05%IV9.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0270Delta0.0435Gamma1838.67Leverage Ratio-0.0093Theta-0.0001Rho-49.57Eff Leverage0.0018Vega