2.20Open2.42Pre Close1 Volume338 Open Interest70.00Strike Price220.00Turnover20.57%IV1.58%PremiumJan 17, 2025Expiry Date1.11Intrinsic Value100Multiplier23DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5978Delta0.1120Gamma35.33Leverage Ratio-0.0260Theta-0.0215Rho-21.12Eff Leverage0.0665Vega