0.24Open0.15Pre Close11 Volume104 Open Interest6.00Strike Price227.00Turnover81.83%IV14.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.3619Delta0.3312Gamma21.76Leverage Ratio-0.0093Theta0.0011Rho7.87Eff Leverage0.0052Vega