0.10Open0.15Pre Close20 Volume28 Open Interest8.00Strike Price200.00Turnover41.66%IV0.25%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6299Delta1.4433Gamma53.87Leverage Ratio-0.0259Theta0.0003Rho33.93Eff Leverage0.0024Vega