0.04Open0.04Pre Close87 Volume1.19K Open Interest72.00Strike Price221.00Turnover28.75%IV3.18%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0330Delta0.0631Gamma4653.33Leverage Ratio-0.0150Theta0.0001Rho153.45Eff Leverage0.0030Vega