0.05Open0.05Pre Close46 Volume203 Open Interest43.00Strike Price230.00Turnover20.50%IV2.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1273Delta0.2667Gamma877.20Leverage Ratio-0.0277Theta-0.0004Rho-111.65Eff Leverage0.0079Vega