4.60Open4.30Pre Close1 Volume341 Open Interest55.00Strike Price460.00Turnover28.07%IV0.68%PremiumJan 17, 2025Expiry Date4.20Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8657Delta0.0512Gamma12.73Leverage Ratio-0.0249Theta0.0301Rho11.02Eff Leverage0.0325Vega