2.15Open2.97Pre Close1 Volume3 Open Interest29.00Strike Price215.00Turnover59.83%IV7.01%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier32DDays to Expiry2.04Extrinsic Value100Contract SizeAmericanOptions Type0.5526Delta0.0761Gamma13.38Leverage Ratio-0.0335Theta0.0124Rho7.39Eff Leverage0.0343Vega