0.15Open0.22Pre Close24 Volume208 Open Interest22.00Strike Price215.00Turnover95.57%IV10.07%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0902Delta0.0934Gamma325.00Leverage Ratio-0.0583Theta-0.0001Rho-29.31Eff Leverage0.0030Vega