0.04Open0.04Pre Close82 Volume527 Open Interest302.50Strike Price221.00Turnover74.29%IV5.44%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0060Gamma6375.56Leverage Ratio-0.3435Theta0.0001Rho111.84Eff Leverage0.0042Vega