0.04Open0.12Pre Close45 Volume292 Open Interest69.00Strike Price226.00Turnover81.20%IV13.04%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0123Delta0.0070Gamma3966.25Leverage Ratio-0.0195Theta0.0000Rho-48.95Eff Leverage0.0018Vega