2.30Open3.23Pre Close1 Volume5 Open Interest85.00Strike Price230.00Turnover40.03%IV1.21%PremiumDec 6, 2024Expiry Date1.26Intrinsic Value100Multiplier2DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.6826Delta0.1263Gamma46.01Leverage Ratio-0.2335Theta0.0038Rho31.40Eff Leverage0.0251Vega