0.02Open0.02Pre Close89 Volume515 Open Interest76.50Strike Price227.00Turnover421.07%IV9.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0086Delta0.0068Gamma8466.00Leverage Ratio-1.0437Theta0.0000Rho-73.10Eff Leverage0.0002Vega