4.60Open7.94Pre Close1 Volume27 Open Interest135.00Strike Price460.00Turnover10.84%IV0.58%PremiumJul 19, 2024Expiry Date3.80Intrinsic Value100Multiplier11DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.9367Delta0.0461Gamma33.85Leverage Ratio-0.0321Theta0.0403Rho31.71Eff Leverage0.0308Vega