0.20Open0.21Pre Close11 Volume856 Open Interest3.00Strike Price212.00Turnover96.86%IV1.60%PremiumJan 10, 2025Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7495Delta1.6627Gamma20.80Leverage Ratio-0.0232Theta0.0001Rho15.59Eff Leverage0.0006Vega