3.70Open4.62Pre Close853 Volume467 Open Interest159.50Strike Price221.65KTurnover41.95%IV2.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type-0.4015Delta0.0530Gamma74.91Leverage Ratio-0.3427Theta-0.0072Rho-30.08Eff Leverage0.0674Vega