0.10Open0.30Pre Close12 Volume23 Open Interest332.50Strike Price221.00Turnover76.02%IV11.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0028Delta0.0007Gamma29704.50Leverage Ratio-0.0100Theta0.0000Rho82.82Eff Leverage0.0014Vega