0.13Open0.60Pre Close20 Volume2 Open Interest210.00Strike Price215.00Turnover50.23%IV32.96%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0112Delta0.0015Gamma2257.14Leverage Ratio-0.0128Theta0.0010Rho25.18Eff Leverage0.0111Vega