2.27Open2.46Pre Close1 Volume661 Open Interest62.00Strike Price227.00Turnover25.85%IV0.99%PremiumDec 20, 2024Expiry Date1.64Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8408Delta0.1411Gamma35.06Leverage Ratio-0.0585Theta0.0056Rho29.48Eff Leverage0.0161Vega