0.25Open0.40Pre Close42 Volume2 Open Interest5.50Strike Price225.00Turnover186.15%IV12.08%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1173Delta0.2959Gamma155.25Leverage Ratio-0.0398Theta0.0000Rho-18.21Eff Leverage0.0007Vega