0.10Open0.05Pre Close43 Volume74 Open Interest27.50Strike Price225.00Turnover99.18%IV22.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0382Gamma449.80Leverage Ratio-0.0233Theta0.0001Rho21.60Eff Leverage0.0026Vega