4.75Open4.44Pre Close1 Volume60 Open Interest55.00Strike Price475.00Turnover59.52%IV4.51%PremiumAug 16, 2024Expiry Date2.17Intrinsic Value100Multiplier23DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.6379Delta0.0431Gamma12.16Leverage Ratio-0.0737Theta0.0207Rho7.76Eff Leverage0.0547Vega