2.15Open2.60Pre Close1 Volume60 Open Interest23.00Strike Price215.00Turnover107.85%IV9.07%PremiumNov 15, 2024Expiry Date0.07Intrinsic Value100Multiplier20DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4509Delta0.0682Gamma9.86Leverage Ratio-0.0564Theta-0.0064Rho-4.45Eff Leverage0.0214Vega