2.21Open2.41Pre Close1 Volume254 Open Interest41.50Strike Price221.00Turnover25.27%IV0.55%PremiumAug 30, 2024Expiry Date1.97Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9688Delta0.0635Gamma21.57Leverage Ratio-0.0143Theta0.0041Rho20.90Eff Leverage0.0031Vega