0.03Open0.03Pre Close104 Volume554 Open Interest14.50Strike Price475.00Turnover93.73%IV12.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0978Delta0.1536Gamma257.90Leverage Ratio-0.0282Theta0.0001Rho25.23Eff Leverage0.0021Vega