1.05Open0.51Pre Close2 Volume199 Open Interest6.00Strike Price202.00Turnover56.50%IV1.28%PremiumAug 16, 2024Expiry Date0.91Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9310Delta0.2954Gamma5.51Leverage Ratio-0.0024Theta-0.0010Rho-5.13Eff Leverage0.0012Vega