0.12Open0.29Pre Close26 Volume740 Open Interest187.50Strike Price196.00Turnover54.91%IV6.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0077Gamma5017.29Leverage Ratio-0.0350Theta0.0001Rho87.70Eff Leverage0.0044Vega