0.02Open0.04Pre Close98 Volume792 Open Interest66.00Strike Price225.00Turnover39.81%IV8.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0252Delta0.0221Gamma2430.20Leverage Ratio-0.0146Theta0.0002Rho61.22Eff Leverage0.0039Vega