0.64Open1.21Pre Close7 Volume54 Open Interest232.50Strike Price456.00Turnover42.14%IV8.21%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0106Gamma1077.60Leverage Ratio-0.1062Theta0.0012Rho53.92Eff Leverage0.0238Vega