4.60Open1.71Pre Close1 Volume353 Open Interest27.00Strike Price460.00Turnover81.85%IV9.46%PremiumJul 19, 2024Expiry Date1.87Intrinsic Value100Multiplier5DDays to Expiry2.73Extrinsic Value100Contract SizeAmericanOptions Type0.7625Delta0.1048Gamma12.42Leverage Ratio-0.0851Theta0.0031Rho9.47Eff Leverage0.0111Vega