0.02Open0.03Pre Close445 Volume367 Open Interest56.00Strike Price446.00Turnover172.38%IV21.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0062Gamma4615.00Leverage Ratio-0.0475Theta0.0000Rho38.73Eff Leverage0.0005Vega