0.10Open0.15Pre Close22 Volume792 Open Interest38.00Strike Price195.00Turnover20.48%IV3.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1456Delta0.2254Gamma491.60Leverage Ratio-0.0180Theta0.0010Rho71.58Eff Leverage0.0113Vega