0.07Open0.05Pre Close69 Volume126 Open Interest24.50Strike Price216.00Turnover29.97%IV4.03%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0957Delta0.2513Gamma786.00Leverage Ratio-0.0160Theta0.0002Rho75.21Eff Leverage0.0038Vega