0.11Open0.11Pre Close24 Volume420 Open Interest27.00Strike Price203.00Turnover20.79%IV6.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1231Delta0.1620Gamma338.67Leverage Ratio-0.0065Theta0.0017Rho41.70Eff Leverage0.0123Vega