0.41Open0.70Pre Close7 Volume40 Open Interest35.00Strike Price220.00Turnover818.66%IV0.60%PremiumOct 11, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5134Delta0.6705Gamma139.84Leverage Ratio-77.2848Theta0.0000Rho-71.79Eff Leverage0.0003Vega