0.70Open0.94Pre Close3 Volume881 Open Interest80.00Strike Price226.00Turnover34.30%IV0.90%PremiumJan 10, 2025Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.5304Delta0.1905Gamma91.50Leverage Ratio-0.2334Theta0.0024Rho48.53Eff Leverage0.0242Vega