0.12Open0.10Pre Close19 Volume216 Open Interest45.00Strike Price221.00Turnover37.49%IV18.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0712Delta0.0330Gamma304.08Leverage Ratio-0.0094Theta0.0022Rho21.65Eff Leverage0.0150Vega