0.65Open0.70Pre Close3 Volume63 Open Interest48.00Strike Price215.00Turnover14.56%IV0.12%PremiumDec 27, 2024Expiry Date0.69Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8385Delta0.3346Gamma62.83Leverage Ratio-0.0279Theta0.0043Rho52.68Eff Leverage0.0123Vega