0.48Open1.21Pre Close12 Volume33 Open Interest79.50Strike Price223.00Turnover18.71%IV0.06%PremiumDec 6, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6765Delta1.7131Gamma636.64Leverage Ratio-0.5378Theta0.0001Rho430.66Eff Leverage0.0040Vega