2.21Open2.43Pre Close1 Volume8 Open Interest170.00Strike Price221.00Turnover16.33%IV0.86%PremiumJan 17, 2025Expiry Date0.76Intrinsic Value100Multiplier4DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type-0.5927Delta0.1365Gamma110.98Leverage Ratio-0.1405Theta-0.0095Rho-65.78Eff Leverage0.0681Vega