2.20Open2.30Pre Close1 Volume286 Open Interest44.00Strike Price220.00Turnover48.98%IV5.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.5407Delta0.0898Gamma23.42Leverage Ratio-0.0611Theta0.0092Rho12.67Eff Leverage0.0358Vega