0.60Open0.75Pre Close4 Volume55 Open Interest160.00Strike Price476.00Turnover28.58%IV0.35%PremiumJan 10, 2025Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6299Delta0.1909Gamma139.68Leverage Ratio-0.5757Theta0.0019Rho87.99Eff Leverage0.0261Vega