0.25Open0.30Pre Close7 Volume455 Open Interest35.00Strike Price471.00Turnover71.64%IV2.36%PremiumJan 17, 2025Expiry Date1.45Intrinsic Value100Multiplier4DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.7220Delta0.1237Gamma18.69Leverage Ratio-0.1240Theta0.0026Rho13.50Eff Leverage0.0127Vega