0.70Open0.77Pre Close3 Volume6 Open Interest6.00Strike Price220.00Turnover60.60%IV1.34%PremiumNov 15, 2024Expiry Date0.71Intrinsic Value100Multiplier15DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8338Delta0.2963Gamma8.39Leverage Ratio-0.0073Theta0.0021Rho6.99Eff Leverage0.0035Vega