0.18Open0.02Pre Close85 Volume469 Open Interest56.00Strike Price455.00Turnover76.47%IV5.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0197Delta0.0342Gamma5293.00Leverage Ratio-0.0707Theta0.0000Rho104.30Eff Leverage0.0009Vega