0.21Open0.15Pre Close10 Volume61 Open Interest8.00Strike Price226.00Turnover55.67%IV1.10%PremiumNov 29, 2024Expiry Date0.18Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6584Delta0.7452Gamma27.27Leverage Ratio-0.0230Theta0.0006Rho17.95Eff Leverage0.0032Vega