0.30Open0.29Pre Close8 Volume30 Open Interest387.50Strike Price227.00Turnover48.16%IV8.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0058Gamma1082.52Leverage Ratio-0.2007Theta0.0016Rho51.40Eff Leverage0.0351Vega