0.35Open0.30Pre Close6 Volume428 Open Interest87.50Strike Price201.00Turnover27.02%IV8.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1126Delta0.0370Gamma293.02Leverage Ratio-0.0248Theta0.0050Rho32.98Eff Leverage0.0366Vega