0.05Open0.25Pre Close44 Volume445 Open Interest81.00Strike Price439.00Turnover34.87%IV2.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0807Delta0.1090Gamma1580.60Leverage Ratio-0.1111Theta0.0002Rho127.59Eff Leverage0.0059Vega