0.03Open0.05Pre Close291 Volume672 Open Interest13.50Strike Price461.00Turnover29.99%IV4.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0839Delta0.3894Gamma862.00Leverage Ratio-0.0075Theta0.0001Rho72.34Eff Leverage0.0020Vega