0.10Open0.15Pre Close31 Volume877 Open Interest3.50Strike Price220.00Turnover196.53%IV9.45%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3361Delta0.8411Gamma36.44Leverage Ratio-0.0550Theta0.0000Rho12.25Eff Leverage0.0008Vega