0.20Open0.17Pre Close20 Volume2 Open Interest34.50Strike Price476.00Turnover14.94%IV0.67%PremiumJul 12, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5011Delta0.7025Gamma153.42Leverage Ratio-0.0296Theta0.0021Rho76.88Eff Leverage0.0152Vega