0.07Open0.09Pre Close18 Volume321 Open Interest26.00Strike Price221.00Turnover58.26%IV5.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1352Delta0.1684Gamma303.89Leverage Ratio-0.0556Theta-0.0002Rho-41.07Eff Leverage0.0048Vega