1.15Open1.80Pre Close2 Volume1.17K Open Interest27.00Strike Price220.00Turnover48.89%IV2.62%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier7DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.5946Delta0.2066Gamma28.04Leverage Ratio-0.0542Theta0.0030Rho16.67Eff Leverage0.0149Vega