0.70Open0.90Pre Close3 Volume158 Open Interest9.00Strike Price220.00Turnover89.12%IV1.66%PremiumDec 20, 2024Expiry Date0.64Intrinsic Value100Multiplier5DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7589Delta0.3029Gamma12.05Leverage Ratio-0.0323Theta0.0009Rho9.15Eff Leverage0.0036Vega