0.35Open0.35Pre Close12 Volume213 Open Interest22.00Strike Price455.00Turnover93.76%IV8.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1610Delta0.2019Gamma207.25Leverage Ratio-0.0923Theta0.0001Rho33.37Eff Leverage0.0032Vega