4.56Open6.60Pre Close1 Volume18 Open Interest115.00Strike Price456.00Turnover30.45%IV1.69%PremiumJan 17, 2025Expiry Date2.66Intrinsic Value100Multiplier23DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5946Delta0.0456Gamma23.40Leverage Ratio-0.0653Theta-0.0377Rho-13.92Eff Leverage0.1097Vega