0.02Open0.02Pre Close89 Volume515 Open Interest76.50Strike Price227.00Turnover406.11%IV9.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0087Delta0.0069Gamma8448.00Leverage Ratio-0.9757Theta0.0000Rho-73.14Eff Leverage0.0002Vega