0.39Open0.60Pre Close43 Volume13 Open Interest38.50Strike Price456.00Turnover292.17%IV0.10%PremiumOct 18, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5943Delta1.8734Gamma349.36Leverage Ratio-33.1912Theta0.0000Rho-207.63Eff Leverage0.0003Vega