1.21Open0.75Pre Close2 Volume33 Open Interest24.00Strike Price221.00Turnover78.47%IV3.32%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier5DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.5160Delta0.1778Gamma23.79Leverage Ratio-0.0878Theta-0.0018Rho-12.28Eff Leverage0.0114Vega