0.12Open0.18Pre Close28 Volume1.20K Open Interest22.00Strike Price221.00Turnover44.77%IV4.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1811Delta0.2992Gamma249.53Leverage Ratio-0.0371Theta0.0003Rho45.20Eff Leverage0.0052Vega