0.55Open0.45Pre Close4 Volume962 Open Interest34.00Strike Price220.00Turnover28.66%IV1.28%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5187Delta0.3826Gamma75.30Leverage Ratio-0.0507Theta-0.0019Rho-39.06Eff Leverage0.0145Vega