2.35Open2.28Pre Close1 Volume611 Open Interest24.00Strike Price235.00Turnover80.81%IV1.50%PremiumAug 16, 2024Expiry Date1.96Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8532Delta0.1106Gamma11.94Leverage Ratio-0.0691Theta0.0020Rho10.18Eff Leverage0.0059Vega