0.20Open0.55Pre Close18 Volume46 Open Interest12.00Strike Price235.00Turnover204.80%IV5.75%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2047Delta0.6411Gamma143.50Leverage Ratio-0.5010Theta0.0000Rho29.37Eff Leverage0.0006Vega