0.22Open0.14Pre Close132 Volume5 Open Interest25.00Strike Price220.00Turnover48.67%IV9.16%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0436Delta0.0810Gamma1146.00Leverage Ratio-0.0118Theta0.0001Rho49.99Eff Leverage0.0022Vega