0.23Open0.12Pre Close77 Volume680 Open Interest150.00Strike Price456.00Turnover124.15%IV2.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0155Delta0.0214Gamma14601.00Leverage Ratio-0.8743Theta0.0000Rho226.36Eff Leverage0.0006Vega