0.15Open0.20Pre Close15 Volume51 Open Interest315.00Strike Price220.00Turnover30.50%IV3.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0482Delta0.0159Gamma2433.84Leverage Ratio-0.1198Theta0.0007Rho117.32Eff Leverage0.0207Vega