0.47Open0.51Pre Close5 Volume4.78K Open Interest43.00Strike Price220.00Turnover45.29%IV2.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.3887Delta0.2386Gamma98.84Leverage Ratio-0.1361Theta0.0011Rho38.42Eff Leverage0.0136Vega