0.80Open0.70Pre Close3 Volume326 Open Interest3.00Strike Price226.00Turnover80.26%IV0.54%PremiumAug 16, 2024Expiry Date0.68Intrinsic Value100Multiplier25DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8629Delta0.2835Gamma4.91Leverage Ratio-0.0037Theta0.0017Rho4.23Eff Leverage0.0021Vega