0.07Open0.06Pre Close55 Volume570 Open Interest220.00Strike Price221.00Turnover56.57%IV15.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0168Delta0.0033Gamma2538.93Leverage Ratio-0.0429Theta0.0004Rho42.67Eff Leverage0.0094Vega