0.50Open0.70Pre Close4 Volume82 Open Interest22.50Strike Price226.00Turnover34.64%IV7.38%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3534Delta0.1679Gamma42.84Leverage Ratio-0.0137Theta0.0063Rho15.14Eff Leverage0.0238Vega