0.55Open0.40Pre Close4 Volume642 Open Interest15.00Strike Price220.00Turnover42.80%IV2.98%PremiumJul 19, 2024Expiry Date0.10Intrinsic Value100Multiplier8DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5610Delta0.4035Gamma33.56Leverage Ratio-0.0250Theta0.0018Rho18.82Eff Leverage0.0090Vega