2.21Open3.42Pre Close1 Volume362 Open Interest130.00Strike Price221.00Turnover26.99%IV0.55%PremiumDec 6, 2024Expiry Date1.49Intrinsic Value100Multiplier3DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.6765Delta0.1082Gamma58.57Leverage Ratio-0.2108Theta0.0076Rho39.62Eff Leverage0.0442Vega