2.22Open2.25Pre Close1 Volume510 Open Interest35.00Strike Price222.00Turnover57.80%IV3.39%PremiumDec 20, 2024Expiry Date1.07Intrinsic Value100Multiplier20DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5583Delta0.0862Gamma14.14Leverage Ratio-0.0435Theta-0.0103Rho-7.89Eff Leverage0.0314Vega