0.40Open0.45Pre Close11 Volume536 Open Interest15.00Strike Price439.00Turnover49.79%IV9.26%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3479Delta0.2013Gamma35.24Leverage Ratio-0.0143Theta0.0031Rho12.26Eff Leverage0.0136Vega