0.20Open1.05Pre Close11 Volume363 Open Interest190.00Strike Price220.00Turnover42.33%IV8.98%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0342Delta0.0070Gamma1390.20Leverage Ratio-0.0657Theta-0.0010Rho-47.58Eff Leverage0.0195Vega