2.20Open3.40Pre Close1 Volume165 Open Interest210.00Strike Price220.00Turnover22.63%IV1.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.4564Delta0.0659Gamma102.00Leverage Ratio-0.2220Theta0.0151Rho46.55Eff Leverage0.1055Vega