0.04Open0.06Pre Close101 Volume57 Open Interest29.50Strike Price457.00Turnover54.38%IV7.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.1193Gamma423.23Leverage Ratio-0.0340Theta0.0002Rho41.29Eff Leverage0.0046Vega