0.05Open0.04Pre Close145 Volume275 Open Interest39.50Strike Price221.00Turnover393.69%IV1.08%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0732Delta0.4550Gamma3992.00Leverage Ratio-14.9493Theta0.0000Rho-292.36Eff Leverage0.0001Vega