0.11Open0.35Pre Close22 Volume102 Open Interest96.00Strike Price235.00Turnover86.78%IV11.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0445Delta0.0176Gamma907.89Leverage Ratio-0.0887Theta0.0002Rho40.39Eff Leverage0.0058Vega