0.45Open0.41Pre Close5 Volume77 Open Interest2.50Strike Price225.00Turnover121.27%IV4.21%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6563Delta0.6107Gamma4.51Leverage Ratio-0.0055Theta-0.0009Rho-2.96Eff Leverage0.0018Vega