0.31Open0.92Pre Close4 Volume17 Open Interest85.00Strike Price212.00Turnover42.53%IV0.88%PremiumDec 6, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.5535Delta0.1827Gamma85.25Leverage Ratio-0.4469Theta0.0016Rho47.18Eff Leverage0.0201Vega