0.06Open0.10Pre Close36 Volume56 Open Interest6.00Strike Price215.00Turnover79.52%IV24.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0684Delta0.0861Gamma157.00Leverage Ratio-0.0045Theta-0.0003Rho-10.74Eff Leverage0.0025Vega