0.15Open0.12Pre Close20 Volume531 Open Interest1.00Strike Price230.00Turnover70.14%IV6.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5321Delta2.6589Gamma16.65Leverage Ratio-0.0019Theta0.0002Rho8.86Eff Leverage0.0008Vega