2.20Open2.50Pre Close1 Volume425 Open Interest55.00Strike Price220.00Turnover52.16%IV1.90%PremiumNov 15, 2024Expiry Date1.18Intrinsic Value100Multiplier11DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type-0.5735Delta0.0817Gamma21.11Leverage Ratio-0.0862Theta-0.0088Rho-12.10Eff Leverage0.0362Vega