0.05Open0.09Pre Close94 Volume791 Open Interest12.50Strike Price480.00Turnover58.93%IV10.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1185Delta0.2229Gamma227.00Leverage Ratio-0.0135Theta0.0002Rho26.89Eff Leverage0.0030Vega