0.22Open0.30Pre Close19 Volume421 Open Interest28.00Strike Price436.00Turnover13.52%IV2.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.3367Delta0.3548Gamma109.89Leverage Ratio-0.0078Theta0.0069Rho37.00Eff Leverage0.0278Vega