0.05Open0.25Pre Close29 Volume2 Open Interest34.00Strike Price221.00Turnover27.35%IV3.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1422Delta0.2209Gamma467.20Leverage Ratio-0.0269Theta-0.0005Rho-66.42Eff Leverage0.0084Vega