0.20Open0.48Pre Close11 Volume61 Open Interest34.00Strike Price250.00Turnover17.79%IV0.47%PremiumJul 5, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5184Delta0.6660Gamma123.89Leverage Ratio-0.0386Theta0.0017Rho64.23Eff Leverage0.0134Vega
Tanya young : $SPDR S&P 500 ETF (SPY.US)$