0.05Open0.05Pre Close91 Volume405 Open Interest50.00Strike Price455.00Turnover74.35%IV49.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0085Gamma671.20Leverage Ratio-0.0070Theta0.0005Rho15.13Eff Leverage0.0046Vega