0.03Open0.04Pre Close102 Volume1.76K Open Interest16.50Strike Price221.00Turnover138.80%IV11.18%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0315Delta0.0856Gamma1485.00Leverage Ratio-0.0465Theta0.0000Rho46.85Eff Leverage0.0004Vega