0.09Open0.13Pre Close39 Volume673 Open Interest227.50Strike Price221.00Turnover29.11%IV5.73%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0149Delta0.0058Gamma6894.14Leverage Ratio-0.0274Theta-0.0003Rho-103.06Eff Leverage0.0085Vega