2.20Open4.23Pre Close1 Volume1.23K Open Interest65.00Strike Price220.00Turnover10.40%IV0.49%PremiumDec 20, 2024Expiry Date1.89Intrinsic Value100Multiplier27DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8828Delta0.2004Gamma32.78Leverage Ratio-0.0035Theta-0.0145Rho-28.94Eff Leverage0.0297Vega