2.40Open2.25Pre Close2 Volume1.55K Open Interest37.50Strike Price480.00Turnover46.57%IV2.15%PremiumDec 20, 2024Expiry Date1.56Intrinsic Value100Multiplier6DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.7699Delta0.1331Gamma20.56Leverage Ratio-0.0651Theta0.0044Rho15.83Eff Leverage0.0149Vega