2.25Open3.20Pre Close1 Volume2.53K Open Interest25.00Strike Price225.00Turnover70.71%IV1.11%PremiumJan 17, 2025Expiry Date1.95Intrinsic Value100Multiplier9DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7204Delta0.1128Gamma11.23Leverage Ratio-0.0574Theta0.0043Rho8.09Eff Leverage0.0142Vega