0.10Open0.15Pre Close43 Volume640 Open Interest0.50Strike Price480.00Turnover169.95%IV16.14%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier13DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4891Delta2.5508Gamma6.37Leverage Ratio-0.0023Theta-0.0001Rho-3.11Eff Leverage0.0004Vega