0.15Open0.15Pre Close15 Volume1.38K Open Interest2.00Strike Price220.00Turnover34.00%IV1.94%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier19DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6735Delta2.2627Gamma20.60Leverage Ratio-0.0017Theta0.0007Rho13.87Eff Leverage0.0017Vega