0.60Open0.62Pre Close8 Volume12 Open Interest10.00Strike Price480.00Turnover66.87%IV5.58%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier11DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5416Delta0.3338Gamma20.08Leverage Ratio-0.0217Theta0.0015Rho10.88Eff Leverage0.0071Vega