0.26Open0.07Pre Close13 Volume1.13K Open Interest125.00Strike Price227.00Turnover28.26%IV9.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0368Delta0.0145Gamma1429.13Leverage Ratio-0.0200Theta0.0012Rho52.61Eff Leverage0.0158Vega