0.05Open0.05Pre Close45 Volume0 Open Interest15.50Strike Price225.00Turnover347.79%IV85.07%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0644Delta0.0411Gamma112.03Leverage Ratio-0.0399Theta0.0001Rho7.22Eff Leverage0.0011Vega