2.20Open3.08Pre Close1 Volume115 Open Interest85.00Strike Price220.00Turnover22.24%IV0.94%PremiumDec 20, 2024Expiry Date1.42Intrinsic Value100Multiplier16DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.6236Delta0.0997Gamma36.74Leverage Ratio-0.0413Theta-0.0194Rho-22.91Eff Leverage0.0662Vega