0.04Open0.06Pre Close46 Volume594 Open Interest5.50Strike Price221.00Turnover101.24%IV8.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1699Delta0.4788Gamma119.20Leverage Ratio-0.0239Theta-0.0001Rho-20.26Eff Leverage0.0013Vega