0.70Open1.10Pre Close3 Volume25 Open Interest19.00Strike Price210.00Turnover31.77%IV2.87%PremiumAug 16, 2024Expiry Date0.15Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.5715Delta0.2641Gamma27.36Leverage Ratio-0.0150Theta0.0061Rho15.64Eff Leverage0.0184Vega