1.13Open1.55Pre Close2 Volume281 Open Interest12.00Strike Price226.00Turnover59.00%IV4.96%PremiumNov 15, 2024Expiry Date0.51Intrinsic Value100Multiplier24DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.6435Delta0.1949Gamma11.91Leverage Ratio-0.0155Theta0.0047Rho7.67Eff Leverage0.0121Vega