0.66Open0.40Pre Close7 Volume309 Open Interest26.00Strike Price484.00Turnover34.18%IV0.49%PremiumAug 2, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7692Delta0.4284Gamma43.80Leverage Ratio-0.0537Theta0.0012Rho33.69Eff Leverage0.0063Vega