0.70Open0.68Pre Close6 Volume1.26K Open Interest22.00Strike Price447.00Turnover20.70%IV1.15%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier21DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7347Delta0.2926Gamma26.60Leverage Ratio-0.0107Theta0.0090Rho19.54Eff Leverage0.0177Vega