2.20Open1.58Pre Close1 Volume39 Open Interest52.50Strike Price220.00Turnover42.59%IV1.30%PremiumSep 20, 2024Expiry Date1.50Intrinsic Value100Multiplier7DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.6964Delta0.1075Gamma24.55Leverage Ratio-0.0848Theta0.0071Rho17.09Eff Leverage0.0267Vega