5.45Open6.22Pre Close1.38K Volume3.75K Open Interest76.00Strike Price439.97KTurnover1010.78%IV0.05%PremiumDec 27, 2024Expiry Date3.08Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9893Delta0.0206Gamma21.97Leverage Ratio-16.1408Theta0.0000Rho21.73Eff Leverage0.0000Vega