0.30Open0.55Pre Close11 Volume30 Open Interest232.50Strike Price456.00Turnover47.71%IV6.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.0881Delta0.0160Gamma545.45Leverage Ratio-0.2176Theta0.0017Rho48.05Eff Leverage0.0336Vega