1.15Open0.85Pre Close2 Volume59 Open Interest25.00Strike Price230.00Turnover56.72%IV1.12%PremiumDec 6, 2024Expiry Date0.86Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7976Delta0.2450Gamma21.55Leverage Ratio-0.0770Theta0.0012Rho17.19Eff Leverage0.0057Vega