0.04Open0.02Pre Close104 Volume2.57K Open Interest73.00Strike Price215.00Turnover22.42%IV4.89%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0301Delta0.0395Gamma4640.57Leverage Ratio-0.0113Theta0.0003Rho139.76Eff Leverage0.0053Vega