0.20Open0.10Pre Close11 Volume332 Open Interest5.00Strike Price220.00Turnover43.09%IV2.36%PremiumJul 19, 2024Expiry Date0.08Intrinsic Value100Multiplier5DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6369Delta1.4439Gamma33.87Leverage Ratio-0.0104Theta0.0004Rho21.57Eff Leverage0.0023Vega