0.30Open0.55Pre Close11 Volume26 Open Interest232.50Strike Price456.00Turnover44.47%IV6.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.0881Delta0.0160Gamma545.45Leverage Ratio-0.1925Theta0.0020Rho48.08Eff Leverage0.0360Vega