2.40Open5.50Pre Close2 Volume616 Open Interest37.50Strike Price480.00Turnover50.19%IV0.48%PremiumSep 20, 2024Expiry Date2.21Intrinsic Value100Multiplier7DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8011Delta0.0977Gamma15.42Leverage Ratio-0.0577Theta0.0060Rho12.35Eff Leverage0.0159Vega