0.04Open0.06Pre Close67 Volume317 Open Interest34.50Strike Price207.00Turnover39.44%IV6.56%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0468Delta0.0640Gamma1229.67Leverage Ratio-0.0162Theta-0.0002Rho-57.49Eff Leverage0.0038Vega