0.35Open0.21Pre Close5 Volume158 Open Interest32.00Strike Price226.00Turnover18.16%IV0.63%PremiumAug 30, 2024Expiry Date0.33Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7316Delta0.5345Gamma68.05Leverage Ratio-0.0297Theta0.0026Rho49.79Eff Leverage0.0112Vega