0.05Open0.05Pre Close29 Volume671 Open Interest30.00Strike Price211.00Turnover60.35%IV14.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0755Delta0.0621Gamma351.33Leverage Ratio-0.0208Theta0.0004Rho26.52Eff Leverage0.0054Vega