2.20Open2.25Pre Close1 Volume22 Open Interest125.00Strike Price220.00Turnover26.22%IV0.16%PremiumDec 13, 2024Expiry Date2.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9100Delta0.1069Gamma61.20Leverage Ratio-0.1725Theta0.0024Rho55.70Eff Leverage0.0094Vega