0.53Open0.67Pre Close7.71K Volume8.24K Open Interest72.00Strike Price439.22KTurnover33.25%IV0.03%PremiumDec 13, 2024Expiry Date0.57Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7455Delta0.3793Gamma102.78Leverage Ratio-0.2906Theta-0.0006Rho-76.62Eff Leverage0.0082Vega