0.75Open0.85Pre Close3 Volume214 Open Interest2.50Strike Price221.00Turnover64.86%IV0.94%PremiumDec 20, 2024Expiry Date0.70Intrinsic Value100Multiplier26DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9350Delta0.2261Gamma4.41Leverage Ratio-0.0016Theta0.0017Rho4.13Eff Leverage0.0011Vega