4.61Open3.16Pre Close1 Volume41 Open Interest75.00Strike Price461.00Turnover27.87%IV2.06%PremiumDec 20, 2024Expiry Date3.00Intrinsic Value100Multiplier24DDays to Expiry1.61Extrinsic Value100Contract SizeAmericanOptions Type0.7339Delta0.0589Gamma18.80Leverage Ratio-0.0448Theta0.0349Rho13.79Eff Leverage0.0656Vega