0.41Open0.70Pre Close7 Volume40 Open Interest35.00Strike Price220.00Turnover1802.30%IV0.60%PremiumOct 11, 2024Expiry Date0.04Intrinsic Value100Multiplier-1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.4971Delta0.6379Gamma139.84Leverage Ratio-356.8356Theta0.0000Rho-69.51Eff Leverage0.0001Vega