0.37Open0.35Pre Close11 Volume938 Open Interest82.50Strike Price432.00Turnover18.65%IV4.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2019Delta0.0778Gamma197.80Leverage Ratio-0.0251Theta0.0094Rho39.93Eff Leverage0.0546Vega