0.10Open0.10Pre Close33 Volume278 Open Interest21.00Strike Price215.00Turnover64.84%IV6.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1100Delta0.1956Gamma395.30Leverage Ratio-0.0385Theta0.0001Rho43.47Eff Leverage0.0028Vega