0.02Open0.03Pre Close70 Volume192 Open Interest70.00Strike Price220.00Turnover35.99%IV7.56%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0274Delta0.0261Gamma2604.00Leverage Ratio-0.0160Theta0.0002Rho71.29Eff Leverage0.0042Vega