0.75Open0.47Pre Close3 Volume28 Open Interest85.00Strike Price225.00Turnover26.30%IV0.27%PremiumOct 11, 2024Expiry Date0.52Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6521Delta0.2116Gamma87.71Leverage Ratio-0.1720Theta0.0033Rho57.19Eff Leverage0.0245Vega