0.16Open0.25Pre Close14 Volume10 Open Interest23.00Strike Price222.00Turnover50.80%IV5.11%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1954Delta0.2049Gamma160.53Leverage Ratio-0.0421Theta-0.0006Rho-31.37Eff Leverage0.0073Vega