0.16Open0.14Pre Close19 Volume62 Open Interest20.50Strike Price216.00Turnover224.26%IV43.68%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0768Delta0.0434Gamma136.48Leverage Ratio-0.0550Theta0.0001Rho10.48Eff Leverage0.0021Vega