0.10Open0.12Pre Close25 Volume224 Open Interest535.00Strike Price221.00Turnover127.93%IV7.77%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0185Delta0.0020Gamma3742.06Leverage Ratio-1.3812Theta-0.0001Rho-69.34Eff Leverage0.0081Vega