0.05Open0.03Pre Close45 Volume574 Open Interest31.00Strike Price225.00Turnover193.55%IV35.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.0215Gamma458.20Leverage Ratio-0.0415Theta0.0001Rho16.54Eff Leverage0.0015Vega