0.10Open0.15Pre Close44 Volume899 Open Interest35.00Strike Price440.00Turnover38.28%IV16.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0776Delta0.0489Gamma302.06Leverage Ratio-0.0091Theta0.0015Rho23.43Eff Leverage0.0113Vega