0.10Open0.10Pre Close19 Volume944 Open Interest20.00Strike Price235.00Turnover33.92%IV0.40%PremiumOct 18, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6015Delta1.0301Gamma100.60Leverage Ratio-0.0958Theta0.0004Rho60.51Eff Leverage0.0043Vega