0.20Open0.15Pre Close12 Volume1.02K Open Interest12.00Strike Price227.00Turnover73.82%IV20.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1921Delta0.1527Gamma57.71Leverage Ratio-0.0118Theta0.0010Rho11.09Eff Leverage0.0066Vega