0.20Open0.20Pre Close12 Volume103 Open Interest18.00Strike Price215.00Turnover23.58%IV4.21%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2165Delta0.3948Gamma192.89Leverage Ratio-0.0096Theta0.0012Rho41.76Eff Leverage0.0092Vega