2.20Open3.80Pre Close1 Volume558 Open Interest60.00Strike Price220.00Turnover42.48%IV3.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4614Delta0.0607Gamma24.03Leverage Ratio-0.0513Theta-0.0176Rho-11.09Eff Leverage0.0614Vega