0.04Open0.03Pre Close52 Volume656 Open Interest520.00Strike Price228.00Turnover41.69%IV4.65%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0140Delta0.0035Gamma9938.40Leverage Ratio-0.1867Theta0.0002Rho139.42Eff Leverage0.0088Vega