0.21Open0.18Pre Close11 Volume2.14K Open Interest86.00Strike Price221.00Turnover15.99%IV2.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1886Delta0.1384Gamma420.80Leverage Ratio-0.0362Theta0.0033Rho79.37Eff Leverage0.0329Vega