0.20Open0.29Pre Close10 Volume235 Open Interest7.00Strike Price226.00Turnover53.74%IV0.84%PremiumDec 27, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6949Delta1.1973Gamma35.70Leverage Ratio-0.0274Theta0.0003Rho24.81Eff Leverage0.0019Vega