0.87Open0.90Pre Close5 Volume475 Open Interest9.00Strike Price435.00Turnover36.59%IV0.49%PremiumJan 17, 2025Expiry Date0.83Intrinsic Value100Multiplier24DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8406Delta0.3476Gamma9.34Leverage Ratio-0.0032Theta-0.0033Rho-7.85Eff Leverage0.0050Vega