2.21Open3.42Pre Close1 Volume362 Open Interest130.00Strike Price221.00Turnover26.69%IV0.25%PremiumDec 6, 2024Expiry Date1.88Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.7163Delta0.1057Gamma53.83Leverage Ratio-0.2017Theta0.0076Rho38.56Eff Leverage0.0407Vega