215.87Open215.00Pre Close1 Volume403 Open Interest620.00Strike Price21.59KTurnover153.09%IV0.90%PremiumJan 17, 2025Expiry Date208.40Intrinsic Value100Multiplier2DDays to Expiry7.47Extrinsic Value100Contract SizeAmericanOptions Type0.9920Delta0.0002Gamma3.97Leverage Ratio-0.3328Theta0.0399Rho3.93Eff Leverage0.0146Vega