0.15Open0.12Pre Close28 Volume107 Open Interest917.50Strike Price220.00Turnover48.86%IV7.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0052Delta0.0005Gamma19818.40Leverage Ratio-0.0500Theta-0.0002Rho-103.05Eff Leverage0.0092Vega