0.15Open0.10Pre Close46 Volume213 Open Interest62.50Strike Price476.00Turnover18.22%IV8.16%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0637Delta0.0452Gamma771.47Leverage Ratio-0.0072Theta0.0025Rho49.11Eff Leverage0.0189Vega