2.21Open2.00Pre Close1 Volume825 Open Interest27.50Strike Price221.00Turnover64.69%IV3.51%PremiumJan 17, 2025Expiry Date1.29Intrinsic Value100Multiplier12DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.6304Delta0.1212Gamma13.11Leverage Ratio-0.0463Theta-0.0056Rho-8.26Eff Leverage0.0182Vega