2.27Open2.46Pre Close1 Volume661 Open Interest62.00Strike Price227.00Turnover35.18%IV0.66%PremiumDec 20, 2024Expiry Date1.85Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7926Delta0.1215Gamma29.42Leverage Ratio-0.0917Theta0.0053Rho23.32Eff Leverage0.0191Vega