0.31Open0.51Pre Close7 Volume307 Open Interest19.00Strike Price217.00Turnover32.72%IV1.11%PremiumJul 19, 2024Expiry Date0.11Intrinsic Value100Multiplier5DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5439Delta0.5323Gamma53.97Leverage Ratio-0.0277Theta-0.0014Rho-29.36Eff Leverage0.0091Vega