0.57Open0.18Pre Close4 Volume24 Open Interest31.00Strike Price222.00Turnover40.30%IV2.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.4558Delta0.2534Gamma58.59Leverage Ratio-0.0577Theta0.0021Rho26.71Eff Leverage0.0154Vega