0.03Open0.03Pre Close162 Volume268 Open Interest51.00Strike Price436.00Turnover29.24%IV6.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0323Delta0.0451Gamma2394.00Leverage Ratio-0.0105Theta0.0002Rho77.25Eff Leverage0.0040Vega