0.05Open0.04Pre Close43 Volume113 Open Interest10.50Strike Price225.00Turnover112.94%IV10.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1321Delta0.2741Gamma191.00Leverage Ratio-0.0392Theta0.0001Rho25.22Eff Leverage0.0015Vega