0.15Open0.10Pre Close21 Volume21 Open Interest75.00Strike Price215.00Turnover14.70%IV7.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0584Delta0.0383Gamma559.04Leverage Ratio-0.0059Theta0.0035Rho32.66Eff Leverage0.0241Vega