2.35Open3.40Pre Close2 Volume66 Open Interest33.00Strike Price470.00Turnover70.82%IV9.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.4955Delta0.0716Gamma16.39Leverage Ratio-0.0539Theta0.0083Rho8.12Eff Leverage0.0314Vega