2.27Open4.30Pre Close1 Volume276 Open Interest290.00Strike Price227.00Turnover30.12%IV6.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type0.2551Delta0.0162Gamma94.08Leverage Ratio-0.1616Theta0.0383Rho24.00Eff Leverage0.2109Vega