4.56Open6.60Pre Close1 Volume18 Open Interest115.00Strike Price456.00Turnover30.75%IV1.69%PremiumJan 17, 2025Expiry Date2.66Intrinsic Value100Multiplier23DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5949Delta0.0456Gamma23.40Leverage Ratio-0.0668Theta-0.0370Rho-13.92Eff Leverage0.1085Vega