5.90Open3.62Pre Close839 Volume1.48K Open Interest110.00Strike Price455.74KTurnover34.36%IV0.60%PremiumAug 16, 2024Expiry Date5.21Intrinsic Value100Multiplier12DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7828Delta0.0398Gamma18.14Leverage Ratio-0.0980Theta0.0292Rho14.20Eff Leverage0.0631Vega