0.05Open0.05Pre Close101 Volume14 Open Interest47.50Strike Price457.00Turnover20.67%IV9.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.0447Gamma865.20Leverage Ratio-0.0051Theta0.0015Rho44.54Eff Leverage0.0121Vega