0.70Open0.85Pre Close7 Volume79 Open Interest31.00Strike Price470.00Turnover32.28%IV3.47%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4030Delta0.1793Gamma48.29Leverage Ratio-0.0238Theta-0.0054Rho-19.46Eff Leverage0.0260Vega