0.07Open0.09Pre Close31 Volume2.10K Open Interest22.00Strike Price215.00Turnover42.93%IV7.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0981Delta0.1565Gamma409.40Leverage Ratio-0.0161Theta0.0003Rho40.15Eff Leverage0.0045Vega