0.15Open0.22Pre Close23 Volume473 Open Interest115.00Strike Price471.00Turnover30.90%IV7.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0798Delta0.0220Gamma495.32Leverage Ratio-0.0421Theta-0.0029Rho-39.53Eff Leverage0.0324Vega