0.47Open0.92Pre Close10 Volume167 Open Interest92.50Strike Price476.00Turnover30.43%IV3.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.2207Delta0.0768Gamma190.56Leverage Ratio-0.0874Theta-0.0035Rho-42.06Eff Leverage0.0377Vega