0.10Open0.15Pre Close20 Volume28 Open Interest8.00Strike Price200.00Turnover46.97%IV0.25%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6289Delta1.4406Gamma53.87Leverage Ratio-0.0342Theta0.0002Rho33.88Eff Leverage0.0021Vega