0.30Open0.47Pre Close11 Volume234 Open Interest43.00Strike Price215.00Turnover67.85%IV4.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1824Delta0.1472Gamma235.94Leverage Ratio-0.1508Theta0.0003Rho43.04Eff Leverage0.0070Vega