0.05Open0.05Pre Close40 Volume559 Open Interest43.00Strike Price200.00Turnover40.98%IV4.45%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0846Delta0.1187Gamma824.30Leverage Ratio-0.0388Theta0.0002Rho69.75Eff Leverage0.0049Vega