2.30Open0.55Pre Close1 Volume853 Open Interest550.00Strike Price230.00Turnover19.29%IV7.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0048Gamma1281.80Leverage Ratio-0.0655Theta0.0104Rho60.91Eff Leverage0.1058Vega