0.20Open0.33Pre Close13 Volume167 Open Interest2.50Strike Price227.00Turnover66.55%IV1.58%PremiumSep 13, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9314Delta0.9497Gamma13.29Leverage Ratio-0.0037Theta0.0001Rho12.38Eff Leverage0.0003Vega