0.11Open0.18Pre Close31 Volume190 Open Interest225.00Strike Price222.00Turnover58.55%IV11.45%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0225Delta0.0034Gamma1882.07Leverage Ratio-0.0834Theta-0.0006Rho-42.41Eff Leverage0.0144Vega