0.21Open0.20Pre Close22 Volume444 Open Interest155.00Strike Price436.00Turnover57.07%IV11.03%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0298Delta0.0062Gamma1338.69Leverage Ratio-0.0706Theta-0.0006Rho-39.93Eff Leverage0.0131Vega