2.21Open3.42Pre Close1 Volume362 Open Interest130.00Strike Price221.00Turnover26.66%IV0.57%PremiumDec 6, 2024Expiry Date1.46Intrinsic Value100Multiplier3DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.6817Delta0.1089Gamma61.57Leverage Ratio-0.2069Theta0.0076Rho41.98Eff Leverage0.0439Vega