1.10Open2.05Pre Close2 Volume12 Open Interest85.00Strike Price220.00Turnover26.18%IV1.16%PremiumJul 26, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.5323Delta0.1563Gamma77.37Leverage Ratio-0.1189Theta0.0058Rho41.18Eff Leverage0.0386Vega