0.15Open0.10Pre Close15 Volume1.56K Open Interest90.00Strike Price220.00Turnover30.09%IV8.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0667Delta0.0297Gamma663.28Leverage Ratio-0.0251Theta0.0017Rho44.26Eff Leverage0.0187Vega