0.23Open0.35Pre Close10 Volume349 Open Interest5.50Strike Price230.00Turnover75.10%IV1.33%PremiumSep 27, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.7022Delta1.0612Gamma25.13Leverage Ratio-0.0295Theta0.0002Rho17.65Eff Leverage0.0015Vega