2.21Open1.20Pre Close1 Volume20 Open Interest50.00Strike Price221.00Turnover96.61%IV8.41%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry2.21Extrinsic Value100Contract SizeAmericanOptions Type-0.3610Delta0.0454Gamma23.45Leverage Ratio-0.1594Theta-0.0053Rho-8.47Eff Leverage0.0320Vega