1.15Open1.69Pre Close2 Volume107 Open Interest47.00Strike Price230.00Turnover38.21%IV1.09%PremiumDec 13, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.7031Delta0.2797Gamma54.43Leverage Ratio-0.1481Theta0.0015Rho38.27Eff Leverage0.0112Vega