0.05Open0.15Pre Close22 Volume131 Open Interest280.00Strike Price207.00Turnover22.83%IV9.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.0975Delta0.0110Gamma367.71Leverage Ratio-0.0550Theta0.0173Rho35.84Eff Leverage0.1179Vega