0.35Open0.34Pre Close6 Volume107 Open Interest9.00Strike Price220.00Turnover5421.11%IV0.23%PremiumNov 29, 2024Expiry Date0.43Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7546Delta0.5541Gamma17.14Leverage Ratio-166.1933Theta0.0000Rho-12.93Eff Leverage0.0000Vega