0.12Open0.10Pre Close47 Volume1.34K Open Interest105.00Strike Price457.00Turnover35.61%IV9.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0567Delta0.0216Gamma767.84Leverage Ratio-0.0335Theta0.0013Rho43.53Eff Leverage0.0169Vega