0.35Open0.48Pre Close13 Volume66 Open Interest7.00Strike Price440.00Turnover42.26%IV3.96%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier32DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.5685Delta0.4451Gamma17.68Leverage Ratio-0.0059Theta0.0032Rho10.05Eff Leverage0.0082Vega