0.04Open0.21Pre Close149 Volume848 Open Interest147.00Strike Price220.00Turnover27.87%IV0.37%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1028Delta0.4378Gamma7324.00Leverage Ratio-0.9842Theta0.0000Rho753.14Eff Leverage0.0026Vega