0.03Open0.19Pre Close226 Volume1.46K Open Interest220.00Strike Price456.00Turnover45.83%IV2.90%PremiumJul 31, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0102Delta0.0094Gamma22655.00Leverage Ratio-0.1238Theta0.0000Rho-230.89Eff Leverage0.0017Vega