0.51Open1.36Pre Close4 Volume397 Open Interest87.00Strike Price227.00Turnover43.27%IV1.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3013Delta0.3489Gamma216.18Leverage Ratio-0.6846Theta0.0002Rho65.13Eff Leverage0.0080Vega