0.20Open0.15Pre Close11 Volume95 Open Interest10.00Strike Price235.00Turnover22.81%IV0.49%PremiumSep 20, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7959Delta1.5013Gamma58.00Leverage Ratio-0.0124Theta0.0005Rho46.16Eff Leverage0.0023Vega