0.10Open0.11Pre Close28 Volume60 Open Interest49.00Strike Price231.00Turnover35.35%IV1.51%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2314Delta0.3703Gamma439.82Leverage Ratio-0.1512Theta0.0003Rho101.78Eff Leverage0.0071Vega