2.20Open2.65Pre Close1 Volume368 Open Interest50.00Strike Price220.00Turnover27.67%IV1.60%PremiumNov 15, 2024Expiry Date1.38Intrinsic Value100Multiplier22DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.6828Delta0.1027Gamma22.84Leverage Ratio-0.0326Theta0.0196Rho15.59Eff Leverage0.0447Vega