0.10Open0.12Pre Close22 Volume3.69K Open Interest26.00Strike Price220.00Turnover25.89%IV8.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.1336Gamma240.20Leverage Ratio-0.0074Theta0.0020Rho31.19Eff Leverage0.0129Vega