0.03Open0.13Pre Close157 Volume810 Open Interest93.50Strike Price438.00Turnover21.78%IV1.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0531Delta0.1614Gamma6150.67Leverage Ratio-0.0863Theta0.0001Rho326.90Eff Leverage0.0033Vega