0.03Open0.04Pre Close111 Volume763 Open Interest197.50Strike Price221.00Turnover36.92%IV7.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0079Delta0.0038Gamma12192.67Leverage Ratio-0.0136Theta0.0001Rho96.81Eff Leverage0.0034Vega