0.05Open0.06Pre Close36 Volume161 Open Interest36.00Strike Price220.00Turnover28.16%IV3.75%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0977Delta0.1608Gamma746.60Leverage Ratio-0.0226Theta-0.0004Rho-72.94Eff Leverage0.0066Vega