0.15Open0.15Pre Close30 Volume266 Open Interest0.50Strike Price457.00Turnover118.70%IV13.11%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier22DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8266Delta1.3955Gamma4.07Leverage Ratio-0.0011Theta0.0002Rho3.36Eff Leverage0.0004Vega