0.06Open0.08Pre Close28 Volume1.53K Open Interest220.00Strike Price227.00Turnover30.79%IV20.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0147Delta0.0025Gamma2442.67Leverage Ratio-0.0108Theta0.0018Rho35.91Eff Leverage0.0179Vega