41.80Open17.40Pre Close53 Volume48 Open Interest677.50Strike Price221.01KTurnover79.31%IV1.21%PremiumAug 2, 2024Expiry Date20.19Intrinsic Value100Multiplier2DDays to Expiry8.45Extrinsic Value100Contract SizeAmericanOptions Type0.6995Delta0.0077Gamma22.54Leverage Ratio-3.5973Theta0.0306Rho15.77Eff Leverage0.1989Vega