0.58Open0.90Pre Close3 Volume262 Open Interest75.00Strike Price230.00Turnover28.49%IV6.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2773Delta0.0651Gamma84.11Leverage Ratio-0.0394Theta0.0121Rho23.32Eff Leverage0.0605Vega