1.45Open1.68Pre Close3 Volume182 Open Interest82.00Strike Price435.00Turnover17.54%IV0.67%PremiumJul 19, 2024Expiry Date0.89Intrinsic Value100Multiplier3DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7799Delta0.2099Gamma72.08Leverage Ratio-0.0723Theta0.0060Rho56.21Eff Leverage0.0238Vega