4.30Open3.90Pre Close1 Volume588 Open Interest75.00Strike Price430.00Turnover22.56%IV0.48%PremiumJan 17, 2025Expiry Date3.92Intrinsic Value100Multiplier24DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8321Delta0.0552Gamma17.35Leverage Ratio-0.0313Theta0.0398Rho14.43Eff Leverage0.0505Vega