0.25Open0.11Pre Close17 Volume129 Open Interest4.00Strike Price437.00Turnover90.29%IV12.37%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4644Delta0.4495Gamma13.82Leverage Ratio-0.0075Theta0.0010Rho6.42Eff Leverage0.0039Vega