7.45Open7.20Pre Close368 Volume541 Open Interest707.50Strike Price479.71KTurnover35.48%IV0.73%PremiumOct 11, 2024Expiry Date14.26Intrinsic Value100Multiplier3DDays to Expiry5.26Extrinsic Value100Contract SizeAmericanOptions Type0.7482Delta0.0142Gamma40.27Leverage Ratio-1.4141Theta0.0400Rho30.13Eff Leverage0.2015Vega