0.20Open0.28Pre Close23 Volume380 Open Interest200.00Strike Price456.00Turnover49.40%IV9.43%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0465Delta0.0096Gamma962.92Leverage Ratio-0.0949Theta0.0010Rho44.78Eff Leverage0.0199Vega