0.40Open0.10Pre Close4 Volume718 Open Interest105.00Strike Price221.00Turnover36.01%IV0.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.4942Delta0.2108Gamma140.00Leverage Ratio-0.4175Theta-0.0012Rho-69.18Eff Leverage0.0210Vega