0.21Open0.16Pre Close9 Volume250 Open Interest13.00Strike Price221.00Turnover24.88%IV2.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4341Delta0.4804Gamma47.56Leverage Ratio-0.0064Theta-0.0033Rho-20.65Eff Leverage0.0130Vega