0.20Open0.24Pre Close23 Volume90 Open Interest520.00Strike Price222.00Turnover18.07%IV3.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0273Delta0.0065Gamma5007.00Leverage Ratio-0.0611Theta0.0015Rho136.65Eff Leverage0.0336Vega