0.41Open0.69Pre Close14 Volume838 Open Interest21.00Strike Price436.00Turnover37.53%IV0.68%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6543Delta0.5790Gamma50.56Leverage Ratio-0.0512Theta-0.0009Rho-33.08Eff Leverage0.0063Vega