20.55Open20.82Pre Close228 Volume1.12K Open Interest485.00Strike Price455.39KTurnover36.85%IV0.11%PremiumDec 20, 2024Expiry Date23.47Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.9123Delta0.0100Gamma19.23Leverage Ratio-0.3043Theta-0.0305Rho-17.54Eff Leverage0.0720Vega