0.35Open0.10Pre Close6 Volume34 Open Interest29.00Strike Price220.00Turnover24.50%IV4.22%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.2749Delta0.1945Gamma99.63Leverage Ratio-0.0133Theta-0.0041Rho-27.39Eff Leverage0.0234Vega