0.20Open0.15Pre Close23 Volume135 Open Interest31.00Strike Price455.00Turnover7.75%IV0.52%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier7DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.5921Delta1.1589Gamma177.37Leverage Ratio-0.0117Theta0.0035Rho105.02Eff Leverage0.0168Vega