2.21Open3.42Pre Close1 Volume362 Open Interest130.00Strike Price221.00Turnover26.44%IV0.59%PremiumDec 6, 2024Expiry Date1.44Intrinsic Value100Multiplier3DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.6831Delta0.1096Gamma61.71Leverage Ratio-0.2049Theta0.0077Rho42.15Eff Leverage0.0438Vega