0.60Open0.45Pre Close4 Volume257 Open Interest17.50Strike Price220.00Turnover123.48%IV39.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2047Delta0.0709Gamma32.15Leverage Ratio-0.0248Theta0.0014Rho6.58Eff Leverage0.0092Vega