0.31Open0.29Pre Close6 Volume735 Open Interest22.00Strike Price211.00Turnover6.46%IV0.23%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8846Delta1.3259Gamma66.71Leverage Ratio-0.0007Theta-0.0029Rho-59.01Eff Leverage0.0077Vega