0.15Open0.05Pre Close15 Volume698 Open Interest46.00Strike Price220.00Turnover33.21%IV8.82%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1157Delta0.0714Gamma282.80Leverage Ratio-0.0198Theta0.0018Rho32.72Eff Leverage0.0160Vega