1.45Open1.24Pre Close3 Volume333 Open Interest45.00Strike Price435.00Turnover11.46%IV0.87%PremiumAug 16, 2024Expiry Date1.05Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8169Delta0.1921Gamma34.11Leverage Ratio-0.0126Theta0.0248Rho27.87Eff Leverage0.0319Vega