0.75Open0.80Pre Close6 Volume869 Open Interest8.00Strike Price477.00Turnover61.39%IV0.45%PremiumJan 17, 2025Expiry Date0.86Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9033Delta0.2368Gamma9.84Leverage Ratio-0.0102Theta0.0013Rho8.89Eff Leverage0.0020Vega