0.34Open0.25Pre Close8 Volume40 Open Interest24.50Strike Price225.00Turnover35.87%IV2.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3757Delta0.3862Gamma96.60Leverage Ratio-0.0430Theta0.0011Rho36.29Eff Leverage0.0104Vega