0.15Open0.22Pre Close18 Volume149 Open Interest927.50Strike Price227.00Turnover37.97%IV6.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0014Gamma5812.94Leverage Ratio-0.1622Theta-0.0009Rho-96.64Eff Leverage0.0316Vega