0.20Open0.27Pre Close23 Volume417 Open Interest20.00Strike Price455.00Turnover142.94%IV13.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2734Delta0.1079Gamma37.33Leverage Ratio-0.0978Theta0.0006Rho10.21Eff Leverage0.0072Vega