0.30Open0.23Pre Close6 Volume2 Open Interest1.50Strike Price220.00Turnover313.60%IV0.88%PremiumOct 18, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8989Delta0.7631Gamma2.97Leverage Ratio-0.0095Theta-0.0001Rho-2.67Eff Leverage0.0001Vega