0.90Open0.56Pre Close4 Volume1.22K Open Interest22.50Strike Price490.00Turnover39.69%IV2.56%PremiumJan 17, 2025Expiry Date0.95Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.6895Delta0.1520Gamma15.63Leverage Ratio-0.0200Theta0.0091Rho10.78Eff Leverage0.0207Vega