0.10Open0.15Pre Close20 Volume28 Open Interest8.00Strike Price200.00Turnover37.78%IV0.25%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6308Delta1.4461Gamma53.87Leverage Ratio-0.0210Theta0.0004Rho33.98Eff Leverage0.0026Vega