20.55Open20.82Pre Close228 Volume1.01K Open Interest485.00Strike Price455.39KTurnover37.67%IV0.11%PremiumDec 20, 2024Expiry Date23.47Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.9127Delta0.0100Gamma19.23Leverage Ratio-0.3167Theta-0.0293Rho-17.55Eff Leverage0.0700Vega