0.05Open0.05Pre Close16 Volume365 Open Interest5.00Strike Price227.00Turnover78.50%IV21.46%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2299Delta0.3701Gamma42.40Leverage Ratio-0.0058Theta0.0005Rho9.75Eff Leverage0.0032Vega