0.66Open0.80Pre Close3 Volume36 Open Interest100.00Strike Price211.00Turnover17.89%IV2.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3648Delta0.1230Gamma131.68Leverage Ratio-0.0578Theta0.0106Rho48.03Eff Leverage0.0642Vega