2.28Open1.60Pre Close847 Volume11.97K Open Interest6.00Strike Price221.72KTurnover88.70%IV4.12%PremiumJan 17, 2025Expiry Date2.50Intrinsic Value100Multiplier78DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8593Delta0.0641Gamma2.97Leverage Ratio-0.0055Theta0.0095Rho2.55Eff Leverage0.0088Vega