0.40Open0.40Pre Close12 Volume818 Open Interest100.00Strike Price477.00Turnover33.56%IV6.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.1507Delta0.0445Gamma235.20Leverage Ratio-0.0622Theta0.0038Rho35.43Eff Leverage0.0366Vega