0.70Open0.75Pre Close3 Volume661 Open Interest6.00Strike Price215.00Turnover120.53%IV4.55%PremiumDec 27, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8106Delta0.5268Gamma10.00Leverage Ratio-0.0309Theta-0.0003Rho-8.11Eff Leverage0.0012Vega