0.20Open0.44Pre Close11 Volume199 Open Interest43.00Strike Price220.00Turnover33.77%IV11.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1272Delta0.0637Gamma194.10Leverage Ratio-0.0155Theta0.0029Rho24.69Eff Leverage0.0202Vega