0.11Open0.13Pre Close23 Volume15 Open Interest30.50Strike Price227.00Turnover30.55%IV3.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1948Delta0.2929Gamma296.70Leverage Ratio-0.0338Theta0.0006Rho57.79Eff Leverage0.0085Vega