4.60Open3.10Pre Close1 Volume266 Open Interest120.00Strike Price460.00Turnover25.42%IV0.68%PremiumDec 20, 2024Expiry Date3.81Intrinsic Value100Multiplier11DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.7473Delta0.0636Gamma26.11Leverage Ratio-0.0656Theta-0.0218Rho-19.51Eff Leverage0.0649Vega