0.11Open0.09Pre Close33 Volume209 Open Interest205.00Strike Price200.00Turnover29.30%IV7.24%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0160Delta0.0065Gamma5462.86Leverage Ratio-0.0222Theta0.0004Rho87.57Eff Leverage0.0085Vega