4.30Open3.90Pre Close1 Volume588 Open Interest75.00Strike Price430.00Turnover22.88%IV0.48%PremiumJan 17, 2025Expiry Date3.92Intrinsic Value100Multiplier23DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8311Delta0.0553Gamma17.35Leverage Ratio-0.0320Theta0.0389Rho14.42Eff Leverage0.0502Vega