20.55Open20.82Pre Close228 Volume1.12K Open Interest485.00Strike Price455.39KTurnover37.38%IV0.11%PremiumDec 20, 2024Expiry Date23.47Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.9126Delta0.0100Gamma19.23Leverage Ratio-0.3123Theta-0.0297Rho-17.55Eff Leverage0.0707Vega