0.20Open0.20Pre Close12 Volume93 Open Interest11.00Strike Price460.00Turnover71.04%IV1.69%PremiumSep 20, 2024Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6420Delta0.5805Gamma29.89Leverage Ratio-0.0572Theta0.0004Rho19.19Eff Leverage0.0034Vega