0.12Open0.07Pre Close24 Volume418 Open Interest25.50Strike Price215.00Turnover77.38%IV9.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1013Delta0.0878Gamma329.24Leverage Ratio-0.0523Theta-0.0002Rho-33.35Eff Leverage0.0046Vega