1.21Open2.05Pre Close2 Volume25 Open Interest45.00Strike Price221.00Turnover62.78%IV9.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.3780Delta0.0563Gamma25.94Leverage Ratio-0.0562Theta0.0093Rho9.80Eff Leverage0.0409Vega