1.05Open1.35Pre Close2 Volume87 Open Interest35.00Strike Price235.00Turnover18.81%IV2.11%PremiumNov 15, 2024Expiry Date0.55Intrinsic Value100Multiplier25DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.6555Delta0.2085Gamma33.07Leverage Ratio-0.0156Theta0.0155Rho21.68Eff Leverage0.0346Vega