0.10Open0.11Pre Close35 Volume63 Open Interest64.00Strike Price207.00Turnover69.50%IV13.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0449Delta0.0227Gamma749.87Leverage Ratio-0.0412Theta0.0003Rho33.69Eff Leverage0.0057Vega