0.70Open1.14Pre Close6 Volume710 Open Interest25.00Strike Price435.00Turnover53.64%IV2.05%PremiumSep 20, 2024Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.6241Delta0.3262Gamma38.97Leverage Ratio-0.0932Theta0.0011Rho24.32Eff Leverage0.0082Vega