0.25Open0.30Pre Close11 Volume31 Open Interest56.00Strike Price475.00Turnover53.08%IV1.38%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5266Delta0.1723Gamma69.60Leverage Ratio-0.2444Theta0.0017Rho36.65Eff Leverage0.0173Vega