0.01Open0.04Pre Close59 Volume136 Open Interest44.00Strike Price221.00Turnover38.91%IV5.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0591Delta0.0675Gamma1035.56Leverage Ratio-0.0264Theta-0.0002Rho-61.25Eff Leverage0.0053Vega