0.05Open0.05Pre Close47 Volume650 Open Interest370.00Strike Price235.00Turnover32.80%IV22.90%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0065Delta0.0008Gamma6021.80Leverage Ratio-0.0097Theta0.0012Rho39.25Eff Leverage0.0136Vega