0.05Open0.10Pre Close33 Volume4 Open Interest32.00Strike Price227.00Turnover35.38%IV4.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1645Delta0.2122Gamma307.55Leverage Ratio-0.0348Theta0.0006Rho50.58Eff Leverage0.0082Vega