106.00Open105.00Pre Close43 Volume26 Open Interest1200.00Strike Price477.53KTurnover93.35%IV1.12%PremiumJul 12, 2024Expiry Date90.58Intrinsic Value100Multiplier3DDays to Expiry14.42Extrinsic Value100Contract SizeAmericanOptions Type0.7887Delta0.0023Gamma12.06Leverage Ratio-4.8344Theta0.0991Rho9.51Eff Leverage0.3893Vega