0.24Open0.47Pre Close911 Volume552 Open Interest44.00Strike Price43.86KTurnover72.80%IV8.55%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.1616Delta0.0824Gamma166.61Leverage Ratio-0.0991Theta0.0006Rho26.92Eff Leverage0.0100Vega