0.10Open0.11Pre Close28 Volume60 Open Interest49.00Strike Price231.00Turnover43.96%IV1.51%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2311Delta0.3694Gamma439.82Leverage Ratio-0.2327Theta0.0002Rho101.66Eff Leverage0.0057Vega