0.45Open0.40Pre Close5 Volume40 Open Interest53.00Strike Price221.00Turnover13.59%IV3.11%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.3017Delta0.1875Gamma148.09Leverage Ratio-0.0146Theta0.0106Rho44.68Eff Leverage0.0476Vega