0.03Open0.10Pre Close72 Volume268 Open Interest655.00Strike Price222.00Turnover50.17%IV8.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0066Delta0.0010Gamma15148.00Leverage Ratio-0.0400Theta0.0002Rho99.79Eff Leverage0.0070Vega