2.21Open3.42Pre Close1 Volume362 Open Interest130.00Strike Price221.00Turnover26.47%IV0.36%PremiumDec 6, 2024Expiry Date1.74Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.7304Delta0.1035Gamma54.55Leverage Ratio-0.1944Theta0.0078Rho39.84Eff Leverage0.0398Vega