2.20Open2.42Pre Close1 Volume338 Open Interest70.00Strike Price220.00Turnover20.76%IV1.58%PremiumJan 17, 2025Expiry Date1.11Intrinsic Value100Multiplier22DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5982Delta0.1120Gamma35.33Leverage Ratio-0.0266Theta-0.0211Rho-21.13Eff Leverage0.0658Vega