0.03Open0.04Pre Close73 Volume753 Open Interest167.50Strike Price217.00Turnover53.65%IV7.00%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0111Gamma1565.83Leverage Ratio-0.0998Theta-0.0004Rho-59.38Eff Leverage0.0115Vega