0.10Open0.10Pre Close22 Volume755 Open Interest1.00Strike Price221.00Turnover180.52%IV10.28%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier10DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4591Delta1.3474Gamma9.92Leverage Ratio-0.0059Theta-0.0001Rho-4.56Eff Leverage0.0006Vega