0.20Open0.75Pre Close15 Volume64 Open Interest190.00Strike Price220.00Turnover21.11%IV2.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0830Delta0.0466Gamma1555.28Leverage Ratio-0.0913Theta-0.0010Rho-129.04Eff Leverage0.0237Vega