0.16Open0.21Pre Close37 Volume2.68K Open Interest16.50Strike Price440.00Turnover81.93%IV0.18%PremiumJul 19, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6666Delta2.6447Gamma182.67Leverage Ratio-0.6697Theta0.0000Rho-121.77Eff Leverage0.0006Vega