0.05Open0.05Pre Close16 Volume376 Open Interest5.00Strike Price227.00Turnover79.28%IV21.46%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2298Delta0.3700Gamma42.40Leverage Ratio-0.0059Theta0.0005Rho9.75Eff Leverage0.0031Vega