0.15Open0.12Pre Close28 Volume107 Open Interest917.50Strike Price220.00Turnover53.60%IV7.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0076Delta0.0007Gamma12386.50Leverage Ratio-0.0800Theta-0.0002Rho-94.01Eff Leverage0.0124Vega