0.07Open0.07Pre Close39 Volume146 Open Interest111.00Strike Price211.00Turnover34.38%IV7.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0364Delta0.0207Gamma1885.82Leverage Ratio-0.0311Theta0.0004Rho68.64Eff Leverage0.0089Vega