0.35Open0.80Pre Close6 Volume846 Open Interest62.50Strike Price230.00Turnover31.95%IV6.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2100Delta0.0738Gamma131.13Leverage Ratio-0.0374Theta0.0051Rho27.54Eff Leverage0.0352Vega