0.30Open0.29Pre Close8 Volume30 Open Interest387.50Strike Price227.00Turnover47.60%IV8.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0058Gamma1082.52Leverage Ratio-0.1971Theta0.0017Rho51.41Eff Leverage0.0355Vega