0.15Open0.35Pre Close9 Volume808 Open Interest145.00Strike Price215.00Turnover56.07%IV18.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0577Delta0.0092Gamma408.13Leverage Ratio-0.0577Theta0.0023Rho23.56Eff Leverage0.0260Vega