2.25Open1.75Pre Close1 Volume201 Open Interest67.50Strike Price225.00Turnover30.73%IV0.21%PremiumDec 20, 2024Expiry Date2.11Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8407Delta0.1073Gamma32.37Leverage Ratio-0.0741Theta0.0063Rho27.22Eff Leverage0.0178Vega