0.25Open0.20Pre Close29 Volume55 Open Interest155.00Strike Price455.00Turnover36.69%IV5.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0583Delta0.0230Gamma1173.36Leverage Ratio-0.0788Theta0.0007Rho68.46Eff Leverage0.0161Vega