0.35Open0.70Pre Close5 Volume66 Open Interest32.50Strike Price215.00Turnover47.16%IV8.27%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2277Delta0.0802Gamma66.55Leverage Ratio-0.0290Theta-0.0040Rho-15.15Eff Leverage0.0241Vega