2.20Open3.55Pre Close1 Volume12 Open Interest177.50Strike Price220.00Turnover48.52%IV1.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4723Delta0.0448Gamma53.08Leverage Ratio-0.4802Theta-0.0086Rho-25.07Eff Leverage0.0730Vega