0.23Open0.35Pre Close10 Volume249 Open Interest9.50Strike Price230.00Turnover70.22%IV2.15%PremiumNov 8, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.5223Delta0.8038Gamma44.30Leverage Ratio-0.0581Theta0.0003Rho23.14Eff Leverage0.0028Vega