0.55Open1.50Pre Close4 Volume4 Open Interest28.60Strike Price220.00Turnover77.41%IV1.22%PremiumSep 20, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5578Delta0.2119Gamma33.88Leverage Ratio-0.1639Theta0.0011Rho18.90Eff Leverage0.0095Vega