0.35Open0.80Pre Close6 Volume844 Open Interest62.50Strike Price230.00Turnover32.31%IV6.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2099Delta0.0737Gamma131.13Leverage Ratio-0.0382Theta0.0050Rho27.53Eff Leverage0.0348Vega