0.04Open0.09Pre Close60 Volume68 Open Interest29.50Strike Price216.00Turnover64.88%IV9.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1059Delta0.0949Gamma283.05Leverage Ratio-0.0380Theta0.0003Rho29.98Eff Leverage0.0054Vega