0.30Open0.25Pre Close7 Volume4 Open Interest52.46Strike Price215.00Turnover45.58%IV15.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1359Delta0.0407Gamma130.86Leverage Ratio-0.0248Theta0.0039Rho17.78Eff Leverage0.0256Vega