0.01Open0.02Pre Close226 Volume537 Open Interest4.00Strike Price227.00Turnover339.50%IV95.15%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0534Delta0.1434Gamma137.33Leverage Ratio-0.0083Theta0.0000Rho7.33Eff Leverage0.0002Vega