0.31Open0.92Pre Close4 Volume15 Open Interest85.00Strike Price212.00Turnover51.37%IV0.88%PremiumDec 6, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.5438Delta0.1389Gamma66.86Leverage Ratio-0.4615Theta0.0019Rho36.36Eff Leverage0.0220Vega