0.15Open2.39Pre Close30 Volume603 Open Interest220.00Strike Price216.00Turnover63.19%IV10.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0045Delta0.0018Gamma19992.00Leverage Ratio-0.0100Theta0.0000Rho89.07Eff Leverage0.0015Vega