0.60Open0.50Pre Close4 Volume2.44K Open Interest13.00Strike Price236.00Turnover43.23%IV3.98%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier22DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5482Delta0.2852Gamma21.77Leverage Ratio-0.0134Theta0.0040Rho11.93Eff Leverage0.0127Vega