2.20Open3.40Pre Close1 Volume165 Open Interest210.00Strike Price220.00Turnover22.38%IV1.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.4566Delta0.0659Gamma102.00Leverage Ratio-0.2173Theta0.0154Rho46.57Eff Leverage0.1066Vega