0.15Open0.45Pre Close15 Volume64 Open Interest100.00Strike Price225.00Turnover15.70%IV4.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0821Delta0.0385Gamma700.27Leverage Ratio-0.0133Theta-0.0043Rho-57.51Eff Leverage0.0379Vega