0.16Open0.06Pre Close36 Volume267 Open Interest116.00Strike Price201.00Turnover58.59%IV10.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0073Delta0.0047Gamma10496.00Leverage Ratio-0.0099Theta0.0000Rho76.24Eff Leverage0.0015Vega